Intern - Quantitative Research Commodities (12 months)

Descrizione del lavoro:

Poste et missions

Overall Purpose
A new strategy has been put in place recently to revive the commodity business, better serve our global clients and widen the client perimeter benefiting from Global Markets Sales footprint.
Main responsibilities and duties
* Develop, implement and assess models used for pricing and risk management of commodities derivatives available in books and in the market including many layers of documentation from the codes comments tot he deep mathematical explanation.
* Develop quantitative research and analysis for financial pricing and hedging strategies.
* Keep abreast of cutting-edging approaches and best practices in the field of numerical simulation and mathematical models.
* Provide support on existing Front Office pricing architecture.
* Systematically document work and provide a clear view of process assumptions and numerical approximations.

Responsible for producing:
* Implementation in the C++ Commodities Quantitative Library or in Python for Trading tools with respect to existing Front Office pricing architecture
* Documentation with respect to implementation in the C++ Commodities Quantitative Library or in Python for Trading tools.

Responsible for reviewing:
* Cutting-edging approaches and best practices in the field of numerical simulation and mathematical models.

Profil et compétences requises

Key skills/ experience
* Mathematical, statistical and numerical skills (MSc/Phd) in a scientific subject
* Programming skills in C/C++ or C# or Python
* Knowledge in Financial Markets specifics
* Knowledge of Murex is a plus

Personal attributes
* Motivated for Commodities
* Pragmatic with the right attitude and intellectual honesty
* Strong problem-solving skills and risk consciousness
* Good communication and presentation skills
* Good team player
* Ability to work on projects mostly independently with flexibility and creativity
* To be able to communicate tot he management in a clear and regular way on the progress oft he various projects