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66 Engineering, Manufacturing 129 Graduate, Trainees
64 Healthcare & Nursing
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61 Management consultancy 61 Marketing, Advertising, PR 88 Media, Creative
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68
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Accountancy
0 Agriculture, Fishing
0 Finance, Insurance
0 Call Centres
0 Catering & Hospitality
0 Construction, Property
0 Customer services
0 Defence/Armed Forces
0 Education
0 Electronics
0 Engineering, Manufacturing 0 Graduate, Trainees
0 Healthcare & Nursing
0 Human resources
0 IT & Internet
0 Legal
0 Management consultancy 0 Marketing, Advertising, PR 0 Media, Creative
0 Non-profit, Charities
0 Public sector & Services
0 Recruitment sales
0 Retail, Wholesale
0 Restaurant & Food Service 0 Sales
0 Science
0 Secretarial, Administration 0 Security
0 Senior appointments
0 Telecommunications
0 Transport, Logistics
0 Travel, Leisure, Tourism
0 Other
0
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Section: Engineering, Manufacturing Vacancy 1210 |
Post:Quantitative Analyst, Commodities and Energy |
Salary contractual |
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Requirements and conditions |
Age: |
Has no value
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Gender |
Has no value
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Education: |
no
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Work schedule: |
Has no value
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Work place: |
London
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The announcement text: |
IntercontinentalExchange (NYSE:ICE) is the world’s leading electronic marketplace for energy trading and price discovery. ICE’s transparent and efficient market structure, coupled with its secure, electronic trading platform, allows ICE to provide market participants with direct access to energy futures and thousands of OTC commodity products for oil and refined products, natural gas, power and emissions. In addition to its globally distributed liquid electronic markets, ICE offers a range of risk management tools designed to increase trading efficiency. The combination of speed, accessibility, service and information makes ICE the complete energy marketplace for thousands of market participants across the globe, around the clock.
ICE Data, the market data subsidiary of ICE, is currently looking for experienced professionals to join our team in New York City.
Each trading day, ICE Data delivers objective, transparent, auditable and timely market intelligence to thousands of market participants. ICE Data offers a unique and diverse range of market data services including real-time access to ICE`s OTC and Futures markets both directly and via quote vendors such as Reuters and Bloomberg, daily publishing of benchmark indices, daily mark to market settlements, historical/ tick data and long-dated forward curve valuations.
Recent FASB and IAS accounting standards require that companies must obtain the "fair value" of a derivative before they are able to recognize a gain or loss on their income statements. These "fair values" are typically difficult to obtain especially those further out on the forward curve. Over the past year, we have seen significant growth particularly in the area of valuations of far forward and `un-observable` derivative prices. We are now looking to build upon this success and expand our publishing of high quality, mark to market and forward curve data sets for the Natural Gas, Power and Oil markets.
Specifically, we are looking for candidates with strong mathematical and statistical skills. The ideal candidate will have experience pricing/ modelling forward curves and option volatilities in a price validation or risk control position at a major energy trading firm or bank. Candidate should be able to extrapolate forward prices from prompt values and analyze correlations between related instruments. Swaps and Options pricing knowledge and experience is mandatory. Candidates will be expected to perform valuations and update forward curves and volatilities on a daily basis.
Requirements:
* Options pricing knowledge and experience is mandatory (please describe your practical application of these skills in cover letter)
* Experience modelling energy forward curves and option volatilities in a price validation or risk control position at a major energy trading firm or bank is preferred
* Strong statistical and mathematical skills in the area of derivatives modelling, post-graduate math degree is preferred
* Candidates should be able to work under pressure and within time constraints
* Programming skills: Matlab, Java, VB
* Strong attention to detail
* High work and business ethics and self-motivated
• Job location is New York City, NY
• Compensation: Based on experience
Compensation: Based on experience
Principals only. Recruiters, please don`t contact this job poster.
Please, no phone calls about this job!
Please do not contact job poster about other services, products or commercial interests.
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Contact information |
Employer: |
Ëþäìèëà
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Email: |
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Phone: |
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Publication date: 2009-09-26 21:51:50
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