Statera Talent is recruiting a Quantitative Analyst for a market-leading systematic trading firm in London.
They are an intraday commodity trading firm. Prior experience with energy products is not essential, making this is an excellent opportunity for a sell side IR/FX pricing quant who wants to move away from Investment Banking.
You will build and implement new derivative pricing models in their Python pricing library. You’ll work alongside quantitative researchers and advise traders on model behaviour.
Their preferred candidate will work in a front office quant strat role within Investment Banking or energy trading.
Key Responsibilities:
- Develop and calibrate sophisticated pricing models
- Develop bespoke pricing tools to enhance deal execution and improve P&L
- Work closely with trading desks to translate business needs into quantitative solutions
- Contribute to the team’s Python pricing library with high-quality code
Required Experience:
- Experience in front office quantitative analysis at a bank or energy trading firm.
- Understanding of Options pricing and Monte Carlo
- Commercial mindset and pragmatic modelling skills
- Strong Python coding experience
This is a rare opportunity to join a well-established, high-performing team.
For a confidential discussion, please apply with your CV.
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