Responsibilities of the individual:
- Responsible for the validation of the firms pricing and storage models.
- Build pricing and storage models that will be used to validate FO models.
- Providing technical advice to control functions.
- Implementation of cross commodity derivative valuation.
Requirements of the individual:
- Knowledge of financial derivatives valuation methodologies and trading life cycles.
- Experienced in building pricing and storage models.
- Model validation experience.
- Qualified with an MSc or PhD in a quantitative field.
- Strong coding background in C++ and Python.