You are motivated by the opportunity to grow in a multi-commodities and multi-talented fast-pace environment and are excited about the quantitative challenges of the cutting-edge commodities supply and trading business. You will find satisfaction working for a leading and fast growing commodity company with one of the most diverse mixes of commodities / geographies in the world.

In this role, you will will be engaged in a variety of tasks including the development of pricing models as well as the enhancement of our risk management tools.

You will be working directly with the traders, as well as with the risk managers. You will also be part of a well integrated global Research team and contribute as such to the definition of a common Quantitative Research tool base for the Group.

You will manage a Jr. Quant and will be reporting to the Head of Quantitative Research.

This is an exciting opportunity to grow, work and develop new quantitative methodologies in a dynamic, multinational Group with diverse and rising global businesses, and operations in 40 countries on 5 continents.

Qualifications

* Top academic background: PhD in a highly quantitative field, e.g. Mathematics, Physics, Engineering, Economics, etc.

* A significant professional experience working on Commodities, with a focus on US power and Risk. Experience in the domain of Freight will be an added advantage.

* Hands on experience with Risk system and VaR calculation engines would be a plus.

* Experience with Monte Carlo (pricing, risk and variance reduction methods), stochastic calculus/volatility and probability in finance and Econometric modeling.

* Proficient in Matlab and VBA. Additional languages will be a benefit.

* Ability to work as part of a team and independently with multiple risk projects under tight deadlines.

* Fluency in English