Our client is a well-established and well-reputed diverse organisation and as part of their commodity trading expansion we are recruiting an experienced derivatives analyst to proactively provide quantitative support to their coal, steel and iron ore traders and sales teams in their Dubai head office.
Develop derivatives related quantitative and data models and gather data for analysis and valuation.
Support the development of marketing material to explain the strategies including back testing of models.
Regularly update performance results and present them to the team.
Essential Skills & Experience Required
Should have a good understanding of mathematical and statistical methods such as calculus and integration, simulation, correlation, algorithms, log-normal distribution, binomial distribution, geometric distribution, regression coefficients and moving averages.
Working knowledge of technical trading tools such as line and bar charts and candle sticks and strong understanding of vanilla derivatives and related implementation concepts.
Ability to generate ideas and develop innovative solutions.
Bachelor’s Degree or Master’s Degree in Financial Engineering, Mathematics or Economics
Currently living in the UAE.
Fluent in English – must be able to read, write and speak fluent English.
Must be able to travel – will require weekend travel.