Gas and Power Commodities Quant with exceptional pricing and C++ skills
A leading European investment bank is looking for a quant analyst with a deep knowledge of commodity derivatives. This position will be sitting on the trading floor with senior management where the individual will build and re-structure new and existing models. A strong understanding of natural gas and power is a prerequisite and also hybrid and metal derivatives would be advantageous. The potential candidate must have a Masters or ideally a PhD in a science based course, exceptional programming and pricing skills a hard working mentality. This is a great opportunity to work in a front office commodities team with a quantitative exotic focus. It will provide an opportunity to work along side some of the best traders and risk mangers in the market in a highly regarded team with a proven track record of success.