Job Description
What you will do
Researches, develops and maintains quantitative models for the trading business by leveraging interdisciplinary methods in mathematics, statistics, econometrics, data science, and computer scienceApplies understanding of market fundamentals, dynamics and instruments available to identify, value, and deliver trading/hedging strategies for physical optionalityDevelops, validates, back-tests and maintains asset/trade valuation and optionality evaluationConducts financial, commercial and statistical analysis for projects, and support market-based asset valuation studiesProvides subject matter expertise to the trading team regarding leading-edge analytical techniques, technologies, and tools in quantitative analyticsMakes recommendations on risk management strategy and the use of instruments/derivativesEmploys technology to enable leading edge data modeling using tools and...