Quantitative Commodities Research Intern: Pricing & Risk

Natixis Corporate & Investment Banking; Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

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.

Responsibilities

• 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.

Skills

C++

Python

C#

Numerical methods

Financial markets

Education

MSc/PhD in a scientific subject

Tools

Murex

Job description

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