Commodities Desk Strategist

Join front office commodities desk strategies team. 

Collaborate with traders on value-added trading strategies. 

Develop risk analysis and reporting. 

Identify strategic market opportunities and build models to support them.

Create product valuation models and trading strategy analytics. 

Model ideas are driven by research and data analysis.

Monitor and analyze effectiveness of current valuation and risk models.

Strong math and financial engineering, option theory, stochastic calculus. 

PhD in math, physics, applied math, numerical analysis, MS considered.

C++ and statistical packages --- Matlab, R, SAS.

Knowledge of energy markets a plus. 

3-5+ years experience.