m******e
发帖数: 26 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: micemice (mice), 信区: Quant
标 题: Commodity quants hiring in New York City
发信站: BBS 未名空间站 (Sun Jul 17 20:03:03 2011, 美东)
Position: Financial Engineer – Energy (2 Openings)
Bank of Nova Scotia is looking to hire two commodity quants. One opening is
in NYC and the other is in Calgary, Canada. 1-3 years energy/commodity
experience and Ph.D degree in math, computer science or physics is ideal.
Good communication skill is very important as the position will deal with
traders on a daily basis.
Sponsor H1
Please send your resume and location if you are interested to jack_li@
scotiacapital.com
Position Responsibilities
- Developing financial models for the Energy trading desk
- Developing pricing and hedging tools for new product and business lines
including both financial and physical energy products
- Working with the trading desk to investigate valuation and hedging
questions
- Develop pricing strategies for structured transactions
- Enable rapid new product introduction through tactical solutions
- Providing analytic content in joint projects with the risk management
and technology groups, such as credit reserve modeling and Value-at-Risk
- Provide on-going support for the trading tools developed
Position Qualifications
- Advanced mathematical finance expertise
- Knowledge with energy markets and models. One to three years related
experience is desired.
- Strong programming skills – particularly C++, VBA, Matlab, Unix, Excel
interfaces
- Ability to work well in a fast-paced environment with changing
priorities
- Strong communication and interpersonal skills and a team player
Education Qualifications: Ph. D degree in Computer Science, Mathematics,
Engineering or Physics. |
|
