eFinancialCareers

• Company

  Macquarie

• Location

  UK-London

• Compensation

  Information not provided

• Position Type

  Employee

• Employment type

  Full time

• Updated

  04 Dec 2008

• eFC Ref no

  480759

The Macquarie Bank Group (“Macquarie??) provides specialist investment, advisory and financial services in select markets around the world. With more than 1000 employees based in our London office we now have an international network of 13,000 people in 25 countries.

The Treasury & Commodities Group is involved in a broad range of financial markets trading activities. Its services range from 24-hour trading in the Australian dollar and base metals to managing a clients entire treasury operation. A focus on adding value through innovative product and superior service continues to provide opportunities for selective expansion in a global market.

The Group has more than 600 staff located in Australia, New Zealand, Hong Kong, Japan, China, Korea, Brazil, the UAE, the US and the UK.

Due to continued growth in our commodities businesses in London we are seeking quantitative analysts for Macquarie's London quant team developing a quantitative library for valuing and managing derivative transactions with underlyings in multiple commodity markets.

Key duties of the role include but are not limited:

• Developing models for derivative valuation;
• Working with Macquarie's IT team to implement models in the bank's in house risk management system;
• Providing technical support to traders, marketers and the IT team where required;
• Support for the Model approval process.

You will have:

• Experience of derivative pricing model development in a front office or model validation environment;
• A sound understanding of the principles of derivative valuation in financial markets;
• Proven experience in C++ and object oriented development;
• Solid skills in Excel, VBA and all development.
• The ability to work within a team environment, whilst taking ownership for projects.
• A pragmatic approach combined with excellent written and verbal communication skills.