Intern – Quantitative Research Commodities

About the role

Develop, implement, and assess quantitative models for pricing and risk management of commodity derivatives, and conduct research on pricing and hedging strategies. Support the Front Office pricing architecture, document implementations and assumptions, and review current practices in numerical simulation and mathematical modeling. A master's or PhD-level background in a scientific subject, with strong mathematical, statistical, and numerical skills, is sought. Candidates should have programming skills in C/C++, C#, or Python, knowledge of financial markets, and strong problem-solving, communication, and teamwork abilities; Murex knowledge is a plus.