Main Purpose:
We are seeking a Quantitative Analyst to join our Market Liquidity team.
This is an exciting opportunity to work on XVA pricing models and contribute to a Quant Library in a dynamic commodity house.
Key Responsibilities:
* Developing and maintaining methodologies and quantitative tools
* Liaising with stakeholders across the business, including Traders, MO, Risk, Credit, and IT
* Assessing risk (xVA) associated with every new transaction
Requirements:
* Masters or higher numerate degree in Maths/Engineering/Physics/Science/Finance
* 5+ years of working experience, preferably in XVA quantitative business in commodities, including CVA/FVA
* Candidates with experience in exotic/non-linear products may also be considered
* Experience in delivering production quality code, including source control, continuous integration, unit and regression testing
Department Overview:
The successful candidate will report to the XVA Manager, Oil, LNG & Gas trading.
We are an Equal Opportunity Employer, committed to diversity and inclusivity.