London, United States of America

This is an opportunity with a top tire Investment Bank in London for an intermediary Quantitative Analyst position. the position consists of working in the front office team of quantitative analyst pricing the latest commodities products for the traders. the group seeks hands on candidates who have significant experience in any of Commodities, Equity, FX, or interest Rate derivatives within least 3 or more years at a widely respected investment house or hedge fund.

Essential skills, experience, and qualifications:

3-5 years of relevant quantitative research, quantitative development experience
very strong analytical , mathematical and problem solving capabilities
Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis
Experience in any of the following:
o interest rates derivatives modeling
o FOREX modeling
o Commodity modeling and research
o Equity modeling
excellent communication skills
PhD or equivalent degree in Math, Math Finance, Physics, Engineering, or Computer Science
very good understanding of quantitative models for pricing and hedging derivatives
Outstanding C/C++ programming skills

please email resume in Word.doc to: dinka@martingaleinternational.com

Salary/Rate: High Competitive

Commodity Quantitative Analyst – London