Senior Quant Analyst
2 months ago
Firm: We are partnering with a prestigious buy-side firm (US Trading Merchant) specializing in North American Power markets.
Team structure: Team of 14 Quant and Structurers globally. One of the team members is moving to the trading team (internal promotion) they are looking to backfill the role.
Responsibilities:
- The team does the modelling, as well as writing of pricing libraries (strong quant with financial engineering, Options, coding and maths).
- Role very commercial, actively collaborating with traders and originators on pricing deals. Focal point for all deals that come to the desk (modeling and advisory).
- Centered around options trading, volatility modeling and credit/funding.
- More complex and bespoke structures. Create pricing tools for traders. Close collaboration with other functions i.e. work with risk, IT, origination and trading.
Requirements:
- Deep understanding of option pricing and financial engineering is prerequisite to get into the team (i.e. risk to an option, hedging strategies).
- Experience pricing deals and building pricing libraries (preferably from scratch in Python, C++ or C#).
- Preferably candidates with current or former experience in Banking (Options pricing modeling).
- Power experience preferred but could consider candidates with Natural Gas/Oil experience.
- 5-10 years of Quantitative experience is preferred.
- She client is able to sponsor work Visa's for the right individual.
Location: Houston TX preferred. Could consider New York.
Bonus: Comp package focused on discretionary component, bonus/base gets to 100% in the first few years and grows from there for more experienced team members.
Please contact N.Jacobs@pangea-ts.com for more information.
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Senior Quant Analyst
2 months ago
Houston, United States Pangea Full timeFirm: We are partnering with a prestigious buy-side firm (US Trading Merchant) specializing in North American Power markets. Team structure: Team of 14 Quant and Structurers globally. One of the team members is moving to the trading team (internal promotion) they are looking to backfill the role.Responsibilities: The team does the modelling, as well as...
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Senior Quant Analyst
2 months ago
Houston, United States Pangea Full timeFirm: We are partnering with a prestigious buy-side firm (US Trading Merchant) specializing in North American Power markets. Team structure: Team of 14 Quant and Structurers globally. One of the team members is moving to the trading team (internal promotion) they are looking to backfill the role.Responsibilities: The team does the modelling, as well as...
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Houston, TX, United States Pangea Full timeFirmWe are partnering with a prestigious buy-side firm (US Trading Merchant) specializing in North American Power markets. Team structureTeam of 14 Quant and Structurers globally. One of the team members is moving to the trading team (internal promotion) they are looking to backfill the role.ResponsibilitiesThe team does the modelling, as well as writing of...
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