Intern - Quantitative Research Commodities (12 months)
Role Overview
The commodities team aims to revive its business, better serve global clients, and widen the client perimeter benefiting from Global Markets Sales.
The intern will develop quantitative research and models for commodity derivatives pricing and risk management.
Key Skills for This Role
Full Job Posting
Role purpose
The commodities team aims to revive its business, better serve global clients, and widen the client perimeter benefiting from Global Markets Sales.
The intern will develop quantitative research and models for commodity derivatives pricing and risk management.
Responsibilities and outputs
- Develop, implement, and assess models for pricing and risk management of commodity derivatives.
- Research and analyse financial pricing and hedging strategies; keep abreast of numerical simulation and mathematical modelling practices.
- Support the existing front-office pricing architecture.
- Implement in the C++ Commodities Quantitative Library or in Python trading tools, following the existing architecture.
- Document implementation, assumptions, numerical approximations, and work processes.
- Review current approaches and best practices in numerical simulation and mathematical modelling.
Qualifications and skills
- Strong mathematical, statistical, and numerical skills; MSc/PhD in a scientific subject is stated.
- Programming skills in C, C++, C#, or Python.
- Knowledge of financial markets.
- Murex knowledge is a plus.
- The description seeks motivation for commodities, pragmatism, intellectual honesty, problem-solving, risk awareness, communication, presentation, and teamwork.
- Ability to work mostly independently and communicate project progress clearly and regularly to management.
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