Quantitative Analyst

Job Summary

The Quantitative Analyst is responsible for developing quantitative models and analytical tools to support trading strategies and risk management decisions. This role involves using advanced statistical and programming techniques to analyze market data, optimize trading strategies, and provide insights on commodity price movements. The Quantitative Analyst will work closely with traders, data scientists, and risk managers to drive informed trading decisions through quantitative research and analysis.

Job Responsibilities 1

Develop and implement quantitative models to support trading strategies and optimize trading performance.

Analyze large sets of historical and real-time market data to identify patterns and trading opportunities.

Build statistical models to forecast commodity prices and simulate potential market scenarios.

Use machine learning techniques to enhance predictive modeling and strategy optimization.

Design and implement algorithmic trading strategies for commodities, considering market dynamics and liquidity.

Conduct back-testing and stress testing to evaluate model robustness and validate trading strategies.

Collaborate with traders to refine models based on market feedback and changing conditions.

Create tools and dashboards for real-time market monitoring and trade analytics.

Job Responsibilities 2

Support risk management by quantifying exposure and identifying strategies to mitigate potential risks.

Perform portfolio optimization to maximize returns within defined risk parameters.

Provide data-driven insights on market trends and contribute to the development of new trading strategies.

Document research findings and present analysis to senior traders and management.

Stay updated on industry developments, new research methodologies, and technological advancements.

Automate data analysis and reporting processes to increase efficiency and reduce manual tasks.

Ensure all models and strategies comply with internal controls and regulatory requirements.

Additional Responsibilities 3

Job Knowledge & Skills

Strong quantitative and analytical skills, with a focus on financial modeling..

Excellent programming skills in Python, R, or MATLAB.

Proficiency in statistical analysis and machine learning techniques.

Ability to work under pressure and meet tight deadlines.

ERP knowledge preferably SAP functional skills are a requirement to be successful in this role (this point to be available for all roles that have SAP access)

Job Experience

Minimum 8 years working experience, 5 years in a relevant supervisory position, 2 years GCC experience is a plus

Competencies

Education