A leading commodities firm is looking for a skilled Quantitative Analyst to strengthen its Trading Risk & Quant Analytics Team. This role focuses on XVA pricing methodologies and supporting the development of a Quant Library, offering a fast-paced and dynamic work environment.
What You’ll Need:
* Advanced analytical and mathematical capabilities.
* Strong grasp of derivatives pricing and risk concepts.
* Proficiency in Python programming (knowledge of C++ or other languages is beneficial).
* Strong ability to collaborate across different teams and functions.
* Quick adaptability to new ideas and problem-solving approaches.
* Experience in delivering optimised and well-structured code.
Key Responsibilities:
* Designing and refining quantitative models and analytical tools.
* Working closely with teams across the business, including Trading, Middle Office, Risk, Credit, and Technology.
* Evaluating XVA-related risks associated with new transactions.
Your Background:
* A Master’s degree or higher in a numerical field such as Mathematics, Engineering, Physics, Science, or Finance.
* A minimum of 3 years’ experience in an XVA quant role - ideally within commodities (including CVA/FVA), though experience in rates or FX will also be considered.
* Proven ability to write robust, production-level code using best practices (source control, CI/CD pipelines, unit/regression testing).
Who You’ll Work With:
* Direct interaction with Trading, Risk, Credit, Middle Office, and IT teams.
* Reports to the XVA Lead covering energy and commodity trading.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Finance
Industries
Services for Renewable Energy
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