Commodity Appointments Ltd | Recruitment, Search & Selection

Senior Quant/Quant Developer Hybrid, Geneva

Senior Quant/Quant Developer Hybrid

(this is an archived job displayed for information purposes only)

Company:: Commodity Appointments Ltd

Location:: Geneva

Remuneration:: Attractive. Negotiable.

Ref no:: 2868

3-6yrs experience using stochastic calculus, optimisation, and C++/C#. Commodity-sector exposure a plus. PhD maths or finance preferred. Geneva-based.

THE CLIENT HAS PLACED THIS ROLE ON HOLD (again) UNTIL MAY.
We can not provide client feedback before then.

The Context:
One of Europe's top-tier Energy Trading operations, based in Geneva but present in every EU member state and increasingly active within Eastern Europe. Covers the whole range of energy-related products, including power, gas, coal, CO2 allowances, oil and oil products, etc., in the whole range of exposure types, including physical, paper, derivative, and custom exotics such as Virtual Storage.

The Structuring and Analytics department (S&A) is responsible for providing modelling and analytical support to our traders, originators and the rest of the Group. Its key activities include:

the structuring of complex deals
the analysis of short term and long term
developments in all our key markets
the pricing of standard products for our sales channels (including retail and B2B)
the modelling and valuation of physical assets and investments for both the Trading Group (TG) and the rest of the company.

S&A is part of TG's front office and acts as a liaison between, on one side, traders and the markets, and on the other side, originators, business developers, and sales departments.

The Role:
The Quantitative Analysis team is seeking an experienced Quantitative Developer for a hybrid quant analyst/quant developer role in Geneva. You will be sitting with and reporting to the business. Your job consists of gathering requirements from capital, structured and asset traders and structurers to analyze their issues and translate these into modeling solutions. Within a team of five quantitative analysts, you will be developing and implementing quantitative models.

The team of quants interfaces directly with the trading staff across power, gas and other commodity desks. While a lot of the product prototyping takes place in Excel/ VBA the overwhelming majority of the trading systems and peripheral tools (like storage, swing, tolling and option pricing) are written in C# and interface with the C++ libraries.

You will gain exposure across commodity classes as well as become experienced in quantitative modeling techniques as the group has the freedom to innovate in its solutions.

What you must bring to the role is expertise in C++, VBA Excel and database connections, a good education in IT, Quantitative Finance, Financial Mathematics or Mathematics to MSc level/PhD and at least 5 years direct experience within a financial institution as a quantitative developer and good business knowledge. Exposure to commodity markets is a plus.

There is an attractive salary and international relocation package.

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