Quantitative Strategist – Oil Derivatives

Group 29

Salary

COMPETITIVE

Stroke 1

Role Type

Permanent

Group 7

Location

London, UK

Our client is a global energy & commodity trading group and one of the most exciting and commercially driven Commodity Trading houses in the industry! 

Role Presentation:

You will be working for the Oil Derivatives trading team directly, based on the trading floor. You will also have ample contact with the incumbent analytics team to ensure optimal productivity.

The successful candidate will be proficient in computer science, statistics and favourably, and the energy trading space.

Principle duties/responsibilities:

  • Development of fundamental, statistical, and macro analytical tools using Python, SQL, Tableau, Bloomberg, PowerBI and Excel
  • Ad Hoc fundamental, statistical, and macro project work, supporting oil derivatives desk
  • Daily update and distribution of fundamental, statistical, and macro dashboards
  • Monitor daily positions, P&L and VaR and assist with daily hedging requirements
    • Forecast VaR calculations basis new positions
    • Disaggregate VaR by positions and determine and monitor netting assumptions
  • Develop and manage systematic trading signals.
    • Forecast fair value prices basis multivariable regressive modelling among other methods
    • Develop and manage trend following, seasonal, mean reverting and breakout trade signals
    • Research and back test performance of systematic trade signals
    • Create and maintain correlation, standard deviation, z-score matrices
  • Summarize observations and make trade recommendations basis predefined systematic trade signal parameters

Candidate Skills/Requirements:

  • Educated to degree/ Masters’ level: Computer Science, Statistics, Mathematics, Engineering, or similar, essential
  • Technical skills in Python, SQL, VBA, Tableau and PowerBI, essential
  • Good knowledge of Oil derivatives (Swaps, Futures) and associated pricing models

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