Risk Quant Analyst

We are looking for a Quantitative Analyst to join our team in a dynamic and leading commodity house. This is an exciting new opportunity to work on XVA and working capital models as well as contributing to a Quant Library.

Requirements

• 3+ years working experience, preferably in an XVA quantitative business in commodity
• Very strong analytical and mathematical skill
• Comfortable with derivatives modelling concepts
• Strong Python and/or C++ programming skills & experience
• Experience in delivering production quality code, including use of source control, continuous integration, unit and regression testing