You will be joining in a Mid-level Analyst role and your duties will include, developing and maintaining risk metric quantification engines, validating front office pricing and valuation models and providing support to risk control teams amongst other responsibilities.
The experience required for this opportunity includes:
Graduate qualification: MSc or PhD in Financial Mathematics, Mathematics or Physics or equivalent work experience
Strong Knowledge of option pricing theory and financial mathematics
Experience in a quantitative role for an energy trading company or investment bank
Experience in models development, programming and maintenance of models libraries
Knowledge of energy commodities and derivatives products
Strong programming skills in Matlab or equivalent
Strong Excel and VBA
Proficient with Microsoft Office products
For further information please contact Sam at Marlin Selection or apply via the link below.
Internal Number: 5603566
About Marlin Selection
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