Commodities Quant Modeller

Commodities buy side Hedge Fund requires a Oil Quant Modeller to build and implement models for the Oil Trading platform. This role sits within Coremont's Product Analytics team and carries responsibility for expanding and maintaining quantitative capabilities across commodities. The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets. The functionality of the librar…