Quantitative Analyst - Commodities - Hedge Fund FinTech

The Client

My client is a market leading FinTech business that spun-out of one of the largest and most successful hedge funds in the world. Their offering is a suite of quantitative, technology and investment management infrastructure services that they provide to the world's leading hedge funds and asset managers. They have offices in London, Stamford and Hong Kong.

Their USP is a cutting edge, cloud hosted portfolio management system that is fed by pricing models developed by the quant team, and provides pre-trade analytics for pricing and risk management, as well as ongoing live risk & PnL management across a wide range of derivative asset classes.

They are looking for a Quantitative Analyst with strong knowledge of Commodity Products to join their Global Quantitative Analytics & Development team.

What You'll Get

• An opportunity to be part of one of the most exciting buy-side FinTech businesses in the world with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives markets.

• There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills.

• They pay market leading compensation, including an annual discretionary bonus, with ongoing opportunities for financial advancement. Furthermore, they offer benefits including pension contribution, healthcare, life insurance, 26 days holiday and hybrid working.

What You'll Do

• The successful candidate will join the Analytics team and is expected to contribute to the development and enhancement of new and existing models/analytics in the core Quant Analytics library (written in C++).
• Furthermore, the individual is expected to develop and enhance existing tools written in Python.
• The individual will play a key role in expanding the firm's quantitative capabilities in Commodities, with a focus on building out coverage in power, emissions and agricultural/soft commodities, while enhancing their existing Energy and Metals models to incorporate crack spreads, swaps, and Asian/averaging options.
• Alongside this development work, the role involves providing ongoing client support across all asset classes, with particular depth in commodities. The role is also responsible for maintaining and improving their existing BAU systems and processes.
• The position represents an exciting opportunity to work closely with technical portfolio managers in a market focussed quant group.

What You'll Need

• Minimum of 3 year's experience working as a Quantitative Analyst.
• Commodities modelling experience; including expertise in some of the following products: agricultural, power, oil, gas, base/precious metals or emissions.
• Any other Derivatives instrument expertise would be highly beneficial.
• Strong C++ development ability is essential; strong Python would also be highly beneficial.
• Experience supporting a live production environment and models.