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Managing Director -Head of Commodity Quantitative Analytics-New York,
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Large US Energy house is seeking a highly experienced quant to head up their Structuring and Analytics team in New York.

The company is known worldwide as a provider of energy and power products.  They are currently building up the trading presence on Wall Street, and the this includes the quant team.  This is why this position has emerged, as the company needs a highly experienced candidate to take the reigns in the expansion of the quantitative presence in New York.

You will be heading a team of 8 quants working across Energy, Oil, Power, Gas, and weather, developing an advanced analytics library through the design of complex derivative pricing models.

This is a Director to Managing Director level position and as such the company will pay a considerable level of compensation and sign on/guaranteed bonus.

Responsibilities:

-Hands on management of the expanding quant team
-Overseeing the development of the analytics library
-Collaborating with the head of trading to develop a successful strategy for the business.
-Ensuring that the model requirements of the trading unit are met efficiently.
-Helping in the development of complex derivative pricing models.

Qualifications:

-Experience as a head of a commodities quant group with significant industry experience.
-Outstanding knowledge on a wide range of commodity products
-Excellent level of financial mathematics- stochastic processes, PDE's, Statistics etc
-Good level of programming capability in C++, Java, Matlab etc.
-Excellent communication skill and good public speaking.

Salary: $250,000-$400,000

www.selbyjennings.com, + 44 (0) 207 019 4137

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