A top tier EU investment bank seeks experienced candidates for a Commodity Quantitative analyst role. The successful candidate will be integrated in to the front office quant team, working on oil, gas and carbon. My client is a market leader in the Commodities market, dealing globally with some of the biggest suppliers in the world. You will be responsible for writing and implementing mathematical models, developing programmes and calculating risk, to support the traders on a daily basis. You will answer to the head of commodities quantitative analysis, and be responsible for helping to develop the juniors in the team. The position is based in London or New York, and represents an excellent opportunity to progress quickly in the expanding Commodities market.



The successful candidate may adhere to the following criteria:

A PhD or MSc from a top school in a highly quantitative subject
In depth knowledge of Brownian Motion, Stochastic Calculus, Ito Calculus, Martingales, PDE’s and ODE’s
Exceptional programming skills in C++/ C and Java
Reputable experience in a commodity quantitative analysis position.
The ability to work individually and as part of a team.
Strong leadership credentials.




My client pays a highly competitive package for exceptional applicants.



Please send your CV and covering letter in Word format to jobs@selbyjennings.com



www.selbyjennings.com