Vice President Commodities Quant Strategy

Position Id
3329
Location
Houston TX
Job Type
Full-Time Regular

Vice President, Quantitative Strategies, Commodities (Power and Gas)

Global Financial Institution

Houston, Texas

The client:

The client is a well-known financial institution. One of the largest banking and financial service companies in the USA.

Position Overview:

This role supports the full analytics needs of the gas and power desks. The Vice President is responsible for independently conducting quantitative analytics and modeling projects; developing new models, analytic processes or systems approaches. They are comfortable working independently and able to communicate with Quant Leadership in New York and London.

Major Functions:

The team covers development and maintenance of pricing models and implementation in the analytics platform as well as their delivery and support across the different desks. This role interacts closely with the trading desk, developing tools to help in the trading process. Specifically:

  • Develop and maintain desk tools in Python
  • Develop the analytics library in C++
  • Support the trading desk with use of existing models, developing new strategies
  • Analysis of large data sets and distilling the information contained within
  • Developing hedging strategies and back testing their performance
  • Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary

What you bring to this role:

  • 8-10 years of progressive professional experience with significant experience supporting a trading desk in a similar role.
  • Advanced degree in numeric discipline (Financial Engineering, Mathematics, Physics)
  • Working knowledge of the Gas and Power business, including linear and non-linear products.
  • Experience in both Python and C++ . (at minimum experience with object orientated programming and previous experience in either Python or C++ is required).

Next steps:

This is an organization that will profit from your intelligence, flexibility, knowledge and strength of purpose. Please contact Dave Robertson in complete confidence @ 416.367.5454 or david.robertson@robertsonandcompany.com

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