Analysis Skills, C++ Programming Language, Calibration, Desktop PC, Develop Methodologies, Financial Control, Hedge Funds, Investment Strategy, Mathematics, Model Validation, Pricing, Profit & Loss, Python Programming/Scripting Language, Quantitative Analysis, Risk, Risk Analysis, Risk Management, Strategic Planning, Validation Documentation
This Quantitative Analyst role supports the Commodities business in Houston, TX, providing quantitative analysis for trading, structuring, and origination of transactions globally.
The team focuses on developing pricing methodologies, hedging strategies, risk management, and analytics.
The role involves collaborating with trading, IT, risk management, finance, and control functions to enhance understanding of Risk and P&L and add value to the business.
Key responsibilities include:
- Developing analytical models for asset and security pricing and risk management across core businesses.
- Researching mathematical derivation, coding, testing, and documenting models for validation.
- Delivering models for desktop use and integration into company systems.
- Creating pricing, calibration, and hedging methodologies for commodities transactions.
- Implementing models in the Front-Office Analytics library.
- Developing quantitative investment strategies and desk tools in Python/Excel.
- Maintaining the in-house C++ analytics library.