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Mis à jour le mardi 7 février 2012
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Voir les 3 annonces d'emploi de SELBY-JENNINGS-HONG-KONG
Front Office Quant Analyst–Commodities-Hong Kong-$150,000 + excellent package
Our client a Top Tier Asian Investment Bank are looking for an exceptionally talented Front Office Commodities Quant Analyst to join their rapidly expanding group.
The Commodities Quant Analyst will have a strong background in commodities derivatives including Oil, Power, Gas and Energy. You will be highly ambitious and be looking to enter a highly pressurised environment as you will work with senior traders and members on the team.
This opportunity will see the candidate being paid extraordinarily well, with guaranteed bonuses offered and generous benefits rarely seen in this industry.
-Implementation of pricing and risk management framework for commodity investor products,
-Implement calibration to swaptions and both PDE and Monte Carlo pricing engines which are used in production for all commodity exotics in the bank,
-Analytic Term-Structure Models & Calibration,
-Crude-Oil, Agricultural products, Base-metals, NatGas and Coal,
-Barrier options-PDE and Monte Carlo models,
-PhD/MSc in a Mathematical Subject,
-Strong Programming Skills in C++ and advantageous to have additionally any of the following: C, JAVA, MATLAB.
This role will involve daily interaction with the business and you will be highly critical to the success of the group.
Please apply directly by mail, 00 44 207 019 4137, www.selbyjennings.com
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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