Quantitative Researcher - Commodities Asia

We are looking for an experienced Commodity Quant to initially focus on Commodities, with the opportunity to work on Credit & Fixed Income products in the future.

Responsibilities:

Work closely with Quants in Geneva, New York, London to develop fixed-income pricing and risk analytics for our in-house pricing library, as well as pre-trade analysis tools or Portfolio Managers
Front office position – support our Asia based portfolio Managers that are using the new pricing library

Requirements:

Strong experience either with Commodity (Energy) and derivatives pricing
- Commodity (Energy) Analytics: Curve calibration, Vol surface modelling, option pricing
Experience in Credit, Rates or FX Analytics advantageous
Strong analytical and mathematical skills
Strong problem solving capabilities
Strong experience C++ programming experience
Solid communication skills
Able to work independently in a fast-paced environment.
Detail oriented, organized, demonstrating thoroughness and strong ownership of work