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Quantitative Strategist Intern

2017.10.10

Responsibilities

Our Quantitative Strategists team is responsible for pricing models, risk management tools, and quantitative structuring functions across Mercuria’s businesses. We are looking for a strong intern to support us in the following:

  • Developing, documenting and testing our pricing library
  • Building risk reports and pricing tools for traders, originators, middle officers and risk officers
  • Enhance risk systems to accommodate new deals or risk reports, in collaboration with IT
  • Calibrating pricing models to market observables or historical price information, in close collaboration with traders
  • Calculating credit exposures for long term or structured deals
  • Participating in pricing and structuring of complex deals

 

Required skills

  • Strong numerical and analytical skills
  • Experience in an OO language (C#, Java, C++ or similar) and a numerical computation language (R, Matlab, Python)
  • Interest in commodity and energy markets
  • Interest to translate complex mathematical problems into a deliverable solution
  • Structured, independent and result-driven mind set

 

Educational background

  • Mathematics, Physics, Computer Sciences or Engineering
  • Knowledge of Mathematical Finance desirable but not required
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