Intern – Quantitative Research Commodities

Natixis Corporate & Investment Banking; Greater London; Sur place; GBP 90 000 - 140 000; Plein temps

Résumé du poste

Natixis Corporate & Investment Banking is seeking a quantitative finance professional to lead development, implementation and assessment of models for pricing and risk management of commodities derivatives. The role emphasizes quantitative research, numerical methods and close collaboration with Front Office pricing architecture.

Candidates should have MSc/PhD in a scientific field and strong programming skills (C/C++, Python or C#) with knowledge of financial markets; Murex experience is a

Qualifications

• MSc/PhD in a scientific subject is required or highly preferred.
• Programming in C/C++ or C# or Python is essential.
• Strong knowledge of financial markets and instruments is required.
• Experience with Murex is a plus.

Responsabilités

• Develop, implement and assess models used for pricing and risk management of commodities derivatives.
• Develop quantitative research and analysis for pricing and hedging strategies.
• Keep abreast of cutting-edge approaches in numerical simulation and mathematical models.
• Provide support on existing Front Office pricing architecture.
• Systematically document work and clearly state assumptions and numerical approximations.

Connaissances

C++

Python

C#

Numerical methods

Financial markets

Formation

MSc/PhD in a scientific subject

Outils

Murex

Description du poste

A new strategy has been put in place recently to revive the commodity business, better serve our global clients and widen the client perimeter benefiting from Global Markets Sales footprint.

Main responsibilities and duties of the role:

• Develop, implement and assess models used for pricing and risk management of commodities derivatives available in books and in the market including many layers of documentation from the codes comments tot he deep mathematical explanation.
• Develop quantitative research and analysis for financial pricing and hedging strategies.
• Keep abreast of cutting-edging approaches and best practices in the field of numerical simulation and mathematical models.
• Provide support on existing Front Office pricing architecture.
• Systematically document work and provide a clear view of process assuptions and numerical approximations.

Responsible for producing:

• Implementation in the C++ Commodities Quantitative Library or in Python for Trading tools with respect to existing Front Office pricing architecture

Documentation with respect to implementation in the C++ Commodities Quantitative Library or in Python for Trading tools.

Responsible for reviewing:

• Cutting-edging approaches and best practices in the field of numerical simulation and mathematical models.
• Mathematical, statistical and numerical skills (MSc/Phd) in a scientific subject.
• Programming skills in C/C++ or C# or Python.
• Knowledge in Financial Markets specifics.
• Knowledge of Murex is a plus.

Personal attributes

• Motivated for Commodities.
• Pragmatic with the right attitude and intellectual honesty.
• Strong problem-solving skills and risk consciousness.
• Good communication and presentation skills.
• Good team player.
• Ability to work on projects mostly independently with flexibility and creativity.
• To be able to communicate to the management in a clear and regular way on the progress of the various projects.