Company : Vallum Associates Limited Location : London England
As a QuantitativeResearcher, you will be responsible for the following:
Formulate and implement models for validating and correcting historical prices of commodities assets and derivatives Develop methodologies and procedures aimed at improving the quality of data delivered for the Commodities space Apply quantitative methods to solve data quality topics.
Contribute to overall product of the Commodities Data organization, helping the team validate, organize, and model Commodities price data.
Interact with Portfolio Managers and Risk Management to collect model requirements and validate model outputs Work with Risk Management to help calibrate risk systems, particularly for new products and physical assets. QUALIFICATIONS & REQUIREMENTS:
Strong programming skills in Python and SQL. Must be familiar with numeric libraries such as pandas, numpy, etc.
At least 5+ years of experience as a commodities quant, strategist, or quantitative risk officer.
Strong academic background in quantitative fields such as math, physics, engineering, statistics, economics, or finance.
Skilled in valuing and modeling physical commodity assets and structured transactions, such as gas or oil storage and pipeline transport, power tolls, transmission, etc.
Experience with as many of the following commodities as possible:
