Snr Quant, Soft Commodities – Geneva

 

This is a front office role on the desk, working directly with the traders. You will be developing derivative pricing models from scratch right through to implementation as well as models of technical analysis. You will help with the definition of a common Quantitative Research tool base for all the Divisions across the Group. You will manage a Jr. Quant and will be reporting to the Head of the Agriculture Division and the Head of Quantitative Research.
This is an exciting opportunity to grow, work and develop new quantitative methodologies in a dynamic, multinational Group with diverse and rising global businesses, and operations in 40 countries on 5 continents.

Qualifications

* Top academic background: PhD in a highly quantitative field, e.g. Mathematics, Physics, Engineering, Economics, etc.
* A significant professional experience working on Commodities, with a focus on Softs. This will ideally be from a Front office environment.
* Experience with Monte Carlo (pricing, risk and variance reduction methods), Stochastic calculus/volatility and probability in finance and Econometric modelling.
* Proficient in Matlab and VBA. Additional languages will be a benefit.
* Fluency in English
Expressions of interest should be emailed onto ???@???.???