Commodities Quantitative Analyst (Assistant Vice President)
- Hiring Organisation
- Citigroup
- Location
- London, UK
- Employment Type
- Full-time
models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, development including C++, Python, JavaScript React, mathematical finance/programming and statistics and probabilityDevelop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential … from youExperience in a comparable quantitative modelling or analytics role, ideally in the financial sectorMust have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design ...