?

Vacancies



On this page, you may find our job offers for the Mercuria Group.

If you want to proactively share your details with us, please use the link below.

Send details

Quantitative Strategist Intern

2021.09.06

Role Presentation

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 Python and ideally an OO language (C#, Java, C++ or similar);
  • Interest in commodity and energy markets;
  • Interest to translate complex mathematical problems into a deliverable solution;
  • Structured, independent and result-driven mind set.

 

Candidate Profile

  • Mathematics, Physics, Computer Sciences or Engineering;
  • Knowledge of Mathematical Finance desirable but not required;
  • Excellent English skills are required.

 

Duration6 months, starting as of February 2021

Apply now