Commodities Quantitative Strategist
Core
Design and implement extensions to the bank's strategic Kannon platform for pricing, risk, and P&L functionality across commodity and commodity index businesses.
Role type
Associate Commodities Quantitative Strategist
Builds
Strategic Kannon platform extensions for commodity derivatives, indices, and structured products
Domain
Investment Banking / Commodities / Financial Risk
Deliverable
production ML models | product features
Required skills
Modern C++ programming, Quantitative modelling, Pricing, Risk management, P&L calculation
Preferred skills
Commodity derivative products knowledge, Investment Banking Front-Office experience
Technologies
C++
Responsibilities
Support delivery of work in commodity derivatives, indices, and structured products; Provide desk support to trading for Risk and P&L analysis; Continuously improve the existing codebase; Work with Traders, Risk, Finance, and stakeholders to design strategic solutions
Seniority
Associate, hands-on IC