Junior Analyst

Published
March 2, 2020
Location
St. Louis, Mo
Category
Job Type

Description

RESPONSIBILITIES:

  • Analyze data to identify new systematic opportunities (e.g. historical/seasonal patterns, consistent mispricing between instruments)
  • Write and maintain code in R to run back tests of current and new strategies
  • Build and maintain portfolio optimization models to determine strategy allocations in the portfolio
  • Conduct proprietary research on agricultural futures and options
  • Assist Portfolio Managers in identifying and evaluating commodity futures and options investment ideas
  • Build models and tools to facilitate fundamental valuation of commodity futures
  • Analyze the pricing and valuation of options on futures
  • Build complex models to evaluate commodity futures and option pricing relationships
  • Maintain market data for options and futures, as well as fundamental data
  • Analyze and scrub new data sets to remove any errors
  • Maintain R code used to download, store and scrub data
  • Contact vendors to obtain quotes to purchase new data sets and troubleshoot issues

REQUIREMENTS:

  • Bachelor’s degree
  • Minimum of 2 years of experience in investment banking, investment management, corporate business development or a technical field with programming exposure
  • Experience with a programming language (VBA, Python, R – preferred)
  • Understanding of commodity trading and fundamental analysis preferred
  • Significant experience and competency in Microsoft Excel
  • Ability to think strategically
Apply
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