FAQs
What is the primary focus of the Quant Researcher - Commodities role?
The primary focus is to research, build, enhance, test, and maintain quantitative models tailored for the needs of risk managers in the commodities sector.
What kind of experience is required for this position?
Candidates should have previous experience with quantitative modeling of commodity derivatives, particularly in researching and building risk models for commodities.
Are there specific commodities asset classes that candidates should be familiar with?
Yes, candidates should have practical familiarity with at least one of the commodities asset classes, such as energy, ags and softs, or base metals.
What programming skills are necessary for this role?
Substantial hands-on experience with Python, along with an associated tool stack for high-performance numerical computation, is essential for this position.
Is strong communication a requirement for this job?
Yes, solid communication skills are required to effectively collaborate with team members across various global locations.
What is the work environment like in the Fixed Income & Commodities Technology group?
The work environment in FICT is dynamic and fast-paced, offering excellent growth opportunities for team members.
What type of risk metrics will the Quant Researcher be focusing on?
The emphasis will be on calculating and aggregating raw risk metrics (the Greeks), risk projections, and modeling Value at Risk (VaR) using both historical and factor-based approaches.
Is teamwork important for this role?
Yes, the role involves close collaboration with derivatives quants and data scientists in multiple locations, emphasizing the importance of teamwork.
What personal attributes are valued for this position?
Candidates should be detail-oriented, organized, demonstrate thoroughness, and possess a strong sense of ownership of their work.
Will training or guidance be provided for new team members?
While the job emphasizes working independently, new team members will collaborate closely with experienced quants and data scientists, which encourages knowledge sharing and support.