Intern - Quantitative Research Commodities (12 months) Natixis CIB London Internship London Discover

Natixis · London

Apply on the company website

Overall Purpose

A new strategy has been put in place recently to revive the commodity business, better serve our global clients and widen the client perimeter benefiting from Global Markets Sales footprint.

Main responsibilities and duties 

Develop, implement and assess models used for pricing and risk management of commodities derivatives available in books and in the market including many layers of documentation from the codes comments tot he deep mathematical explanation.

Develop quantitative research and analysis for financial pricing and hedging strategies.

Keep abreast of cutting-edging approaches and best practices in the field of numerical simulation and mathematical models.

Provide support on existing Front Office pricing architecture.

Systematically document work and provide a clear view of process assumptions and numerical approximations.

Responsible for producing:

Implementation in the C++ Commodities Quantitative Library or in Python for Trading tools with respect to existing Front Office pricing architecture

Documentation with respect to implementation in the C++ Commodities Quantitative Library or in Python for Trading tools.

Responsible for reviewing:

Cutting-edging approaches and best practices in the field of numerical simulation and mathematical models.

Required Skills/Qualifications/Experience

More jobs at Natixis · Quant Research jobs in London