Castleton Commodities International LLC

  • Quantitative Analyst

    Job Locations US-CT-Stamford
    Category
    Risk
    Type
    Regular Full-Time
  • Overview

    Castleton Commodities International (www.cci.com) is hiring a Quantitative Analyst to join the Risk/Quantitative modeling team in Stamford. This position offers significant exposure to the commercial trading teams and offer tremendous opportunity for growth. The position would be located in Stamford, CT.

    Responsibilities

    • Work with desks & risk group to develop valuation/ pricing models in the commodity derivatives space
    • Maintain and improve the Structuring/Pricing models for gas and oil storages, spark spread options, credit risk, and any other model required to support the activity of the Structured Risk group.
    • Work with P&L, Operations, and IT to deploy the valuation models
    • Work with Risk IT to incorporate the models into the risk calculation platform
    • Support the development of new valuation models for physical assets
    • Run operational risk valuation models to provide a daily/weekly assessment of the risk on specific assets

    Qualifications

    • 1-2 years in a Quantitative role ideally within the commodities space
    • Bachelor’s degree in Physics, Mathematics, Engineering or Economics required.
    • MS in Quantitative Finance or Computational mathematics would be an advantage
    • Working knowledge of Python required. Experience with Matlab would be an advantage
    • Strong working knowledge of VBA and SQL.
    • Strong analytical and quantitative skills
    • Strong mathematical background
    • Knowledge of option theory and optimization methods would be an advantage
    • Ability to work in a fast paced environment
    • Able to communicate complex concepts concisely and in a clear manner

    *LHI-LH1

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