Develop Pricing Models for Energy Derivatives
We're seeking a skilled C++ Quantitative Analyst to join our team.
You'll be working with a C++ pricing library, applying advanced option pricing theory and Monte Carlo simulation techniques to help price complex energy derivatives.
This is an excellent opportunity to work closely with traders, quants, and a dedicated quant dev team in a collaborative environment.
To succeed in this role, you'll need solid C++ skills and a passion for modelling.
The ideal candidate will have experience with option pricing theory and Monte Carlo simulations.
We offer a great chance to grow your career in the commodities industry.