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VP, Commodities - Quantitative Strategies Group (QSG)

Houston, TX · Banking/Loans
Position Overview: 
Responsible for independently conducting quantitative analytics and modeling projects. Responsible for developing new models, analytic processes or systems approaches. Creates documentation for all activities and works with Technology staff in design of any system to run models developed. Incumbents possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products.
 
The role is in the Quantitative Strategies Group (QSG) with a focus on serving the commodities desks within the GBAM business. The team is responsible for direct support of traders, control functions and the FICC Management globally. 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. The specific role we are looking to fill will be in close interaction to the trading desk and developing tools to help in the trading process. Houston is the main center for our Gas and Power trading operations within the US and as such the role will be largely focused on supporting the full analytics needs of the gas and power desks.
 
Responsibilities:
  • 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 backtesting their performance
  • Work closely with partners from other desks, e.g. XVA
  • Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary
 
Competencies we look for:
  • Ability to efficiently interact with the local trading desk and communicate desk needs to quant leadership in New York and London.
  • Ability to work independently.
  • Working knowledge of the Gas and Power business, including linear and non-linear products.
  • Strategic Thinking: Business knowledge, Innovation & Creativity
  • Business Results: Analytical ability, timely delivery of results
  • People leadership: Collaboration and team work
  • Personal Effectiveness: Strong communication skills, energy, commitment and dedication
 
Skills we look for:
  • A good degree in a highly numerate discipline
  • Experience in both Python and C++ is highly desirable.  As a minimum experience with object orientated programming and previous experience in either Python or C++ is required. 
  • Knowledge of working within a structured software development environment.  Use of source code control systems, continuous integration environments, testing, release processes, etc.
  • Rigorous problem solving skills
  • Good conduct and sound judgment is crucial to our long term success. It’s important that all employees in the organization understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well.
  • As part of our standard hiring process to manage risk, please note background screening checks will be conducted on all hires before commencing employment
Kat Forester
ProEnlist, LLC

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