Intern - Quantitative Research Commodities (12 months)
Role Overview
Support a strategy to revive the commodities business, better serve global clients, and widen the client perimeter through the Global Markets Sales footprint.
Key Skills for This Role
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Role purpose
Support a strategy to revive the commodities business, better serve global clients, and widen the client perimeter through the Global Markets Sales footprint.
Responsibilities
- Develop, implement, and assess commodity derivative pricing and risk-management models, supported by code comments and mathematical documentation.
- Research and analyze financial pricing and hedging strategies.
- Review current practices in numerical simulation and mathematical modeling.
- Support existing Front Office pricing architecture and document assumptions and numerical approximations.
- Implement work in the C++ Commodities Quantitative Library or Python trading tools, and document those implementations.
Skills and experience
- Mathematical, statistical, and numerical skills; MSc or PhD in a scientific subject.
- Programming skills in C, C++, C#, or Python.
- Knowledge of financial markets; Murex knowledge is a plus.
Personal attributes
- Motivation for commodities, pragmatism, and intellectual honesty.
- Problem-solving ability, risk consciousness, communication and presentation skills, and teamwork.
- Ability to work mostly independently on projects with flexibility and creativity, and to communicate progress clearly to management.
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