Our client, an established leader in trading commodities infrastructure investing, is currently expanding their scope in terms of structures coverage and geographical research.
- Support the Structured Portfolio Manager in carrying out physical portfolio optimisation and hedging strategies
- Assisting the Structured Portfolio Manager in identifying and generating new high margin structures that improve the risk/reward ratio of the portfolio
- Development a suite of robust, efficient and user-friendly tool for the valuation, optimisation and risk management of a wide range of structures
- Continuous improvement of optimisation and risk management strategies
- Refining fundamental views on the market via quantitative analysis of prices, flows and market participants behaviour
- Master’s Degree in maths, physics, computer science or a diploma from a Top Tier Engineering school
- 1-2 years’ experience in quantitative analysis role with exposure to designing and coding mathematical models for pricing and risk-management of exotic derivatives