Senior Commodity Derivatives Quant (VP, Dir), London
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Senior Commodity Derivatives Quant (VP, Dir), London

Senior Commodity Derivatives Quant (VP, Dir), London

London Full-Time No home office possible
Apply now
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At a Glance

  • Tasks: Join our Commodities Analytics team to develop derivatives and structured products.
  • Company: A leading global investment bank trading commodities across major cities.
  • Benefits: Competitive salary up to £260K plus benefits, with opportunities for growth.
  • Why this job: Work in a dynamic environment with global impact and cutting-edge analytics.
  • Qualifications: 5+ years in quant analytics, strong programming skills, and a relevant advanced degree.
  • Other info: Open to candidates from commodities, FX, or equity backgrounds.

Up to £260K Total + Benefits Leading Global Investment Bank Nat Gas, Oil, Metals, Gas Curves, Commodity Index, Structured Products, Carbon (C++ or C# with Python) Our client, a leading global Investment Bank trade commodities in London, New York & Paris, and seek now to recruit an experienced Quantitative Analyst to join their Commodities Analytics team. You will specialise in the development of derivatives & structured products for their Commodities Desk in London but also used by traders in Paris, Singapore & New York. This client is open to look at quants from a background of Commodities, FX or Equity. You’ll need a strongly analytical approach problem solving with excellent communication skills and ability to work under pressure. KEY RESPONSIBILITIES: Improve existing and implement new derivative pricing models Provide risk tools & reports Create, improve models for Gas, UK/Continental / Daily gas-curve construction & marking tree. Energy/Metal volatility: Maintenance, improvement of existing toolsuite. Deliver analytics documentation and test material Provide day-to-day support to Commodity Desks (Gas, Crude, Options, Carbon Energy transition) ESSENTIAL SKILLS & EXPERIENCE: 5+ years’ experience in a quant analytics role (ideally including Commodity products) Quant analytics experience covering Commodities, FX or Equity Derivative products, with Commodity Index exposure useful. Knowledge of Commodities markets – Example: Gas, UK/Continental / Daily gas-curve construction & products for physical delivery. Knowledge of Numerical Methods, Stochastic Calculus, Econometrics and Probability Good programming skills in C++ or C# or Java as well as Python/Matlab/R Strong communication skills. Fluency in written and spoken English PhD or Masters’ in a Quantitative / Engineering field

Senior Commodity Derivatives Quant (VP, Dir), London employer: Millar Associates

Join a leading global investment bank in London, where you will be part of a dynamic Commodities Analytics team that values innovation and analytical excellence. With a competitive compensation package of up to £260K plus benefits, the company fosters a collaborative work culture that encourages professional growth and development, providing opportunities to work on cutting-edge derivative pricing models and risk tools. Experience the unique advantage of being at the heart of a global trading hub, collaborating with teams across Paris, New York, and Singapore, while contributing to impactful projects in the energy and commodities sectors.
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Contact Detail:

Millar Associates Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Senior Commodity Derivatives Quant (VP, Dir), London

✨Tip Number 1

Make sure to showcase your experience with derivative pricing models and risk tools during networking events or informational interviews. This will help you stand out as a candidate who understands the key responsibilities of the role.

✨Tip Number 2

Engage with professionals in the commodities sector through LinkedIn or industry conferences. Building connections can provide insights into the company culture and potentially lead to referrals.

✨Tip Number 3

Stay updated on the latest trends in commodity markets, especially regarding gas and energy transition. Being knowledgeable about current events can give you an edge in discussions during interviews.

✨Tip Number 4

Practice explaining complex quantitative concepts in simple terms. Strong communication skills are essential for this role, and being able to convey your ideas clearly will impress potential employers.

We think you need these skills to ace Senior Commodity Derivatives Quant (VP, Dir), London

Quantitative Analysis
Derivative Pricing Models
Risk Management Tools
Gas Curve Construction
Energy/Metal Volatility Analysis
Numerical Methods
Stochastic Calculus
Econometrics
Probability Theory
C++ Programming
C# Programming
Python Programming
Matlab
R Programming
Strong Communication Skills
Ability to Work Under Pressure
Experience in Commodities, FX or Equity Derivatives

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights your experience in quantitative analytics, especially in commodities, FX, or equity derivatives. Emphasize your programming skills in C++, C#, and Python, as well as any relevant projects or achievements.

Craft a Strong Cover Letter: In your cover letter, express your passion for the commodities market and your analytical approach to problem-solving. Mention specific experiences that demonstrate your ability to improve derivative pricing models and provide risk tools.

Showcase Relevant Skills: Clearly outline your knowledge of numerical methods, stochastic calculus, and econometrics in your application. Provide examples of how you've applied these skills in previous roles, particularly in relation to gas and energy markets.

Proofread Your Application: Before submitting, carefully proofread your application materials to ensure there are no errors. A polished application reflects your attention to detail and strong communication skills, which are essential for this role.

How to prepare for a job interview at Millar Associates

✨Showcase Your Analytical Skills

Prepare to discuss specific examples of how you've applied your analytical skills in previous roles. Highlight any experience with derivative pricing models or risk tools, as this will be crucial for the role.

✨Demonstrate Programming Proficiency

Be ready to talk about your programming experience, especially in C++, C#, and Python. Consider preparing a small coding example or discussing a project where you utilized these languages to solve complex problems.

✨Understand Commodity Markets

Brush up on your knowledge of commodity markets, particularly gas and oil. Be prepared to discuss market trends, pricing strategies, and any relevant experience you have in constructing gas curves or working with structured products.

✨Communicate Effectively

Since strong communication skills are essential, practice explaining complex quantitative concepts in simple terms. This will help demonstrate your ability to support the Commodity Desks effectively and collaborate with traders across different locations.

Senior Commodity Derivatives Quant (VP, Dir), London
Millar Associates
Apply now
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