Quantitative Strategist

A key Z Firm client is looking for a Quantitative Strategists to be responsible for pricing models, risk management tools, and quantitative structuring functions across Gas and Power business units. Responsibilities: Developing, documenting and testing our pricing library Participating in pricing and structuring of complex deals Building risk reports and pricing tools for traders, originators, middle officers and risk officers Enhance risk systems to accommodate new deals or risk reports, in collaboration with IT Calibrating pricing models to market observables or historical price information, in close collaboration with traders Calculating credit exposures for long term or structured deals Required skills 5-10 years’ experience in commodity and energy markets, with particular focus on gas and power Strong numerical and analytical skills Advanced knowledge of Mathematical Finance Experience in Python and an OO language (C#, Java, C++ or similar) Interest to translate complex mathematical problems into a deliverable solution Structured, independent and result-driven mind set

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