Job Description

Job Title: Oil Derivatives Trading - Quantitative Researcher Intern (6 months)

Contract Type: Internship Contract

Time Type: Full time

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Summary of Company

Gunvor Group is one of the world\xe2\x80\x99s largest independent commodities trading houses by turnover, creating logistics solutions that safely and efficiently move physical energy from where it is sourced and stored to where it is demanded most. With strategic investments in industrial infrastructure\xe2\x80\x94refineries, pipelines, storage, and terminals\xe2\x80\x94Gunvor further generates sustainable value across the global supply chain for its customers. Gunvor, founded in 2000, generated US $135 billion in revenues on volumes of 240 million MT in 2021. The company remains on track to meet its goal of cutting Scope 1 and 2 emissions 40% by 2025.

Gunvor has more than 1,500 employees and it maintains offices in Singapore, Amsterdam, Beijing, Dubai, Geneva, Houston, London, Shanghai, and Tallinn with new offices planned in strategically relevant markets.

Overview of Role

The person will join the Cross Barrel Desk, Singapore and will learn and gain insights about trading operations and processes. This is an exciting opportunity for students with keen interest in the commodity trading industry and will allow him/her to gain more insight into how a trading business is built and maintained. The candidate will focus on supporting desk Quantitative Developer by developing new tools to help aid trading decision making.

Main Responsibilities

Joining as an Oil Derivatives Quantitative Researcher Intern, the candidate will

• Develop quantitative tools to automate quantitative analysis study
• Work with traders to design and develop trading strategies whilst controlling the overfitting risk using various statistical techniques
• Develop and enhance the existing analytical tools and databases
• Enhance the desk portfolio construction algorithm by adding new features or instruments
• Improve execution algo within the desk automated execution platform
• Analyze trade execution algorithms to minimize market impact
• Proactively implement market best practice development cycle (Dev/Test/Prod)

Profile

The individual should have the following experience:

• A degree in a technical discipline with a focus on computer science and computer engineering
• Proficiency in Python is a must
• Strong programming skills (SQL and MongoDB, C++/ C# and Java)
• Strong knowledge in statistics and modeling background (including Classification Algorithms such as Random Forrest, Machine Learning, etc.)
• Experience with high performance database for time-series data is preferred
• Knowledge of financial markets and financial derivatives would be a plus but is not required
• Excellent verbal and written communication skills in English
• Inquisitive and meticulous with strong analytical and computational skills
• Self-motivated and able to work independently and as a team player
• Applicants must be able to commit to 5 days per week for a 6 months internship period
• Ability to work under pressure

If you think the open position you see is right for you, we encourage you to apply!

Our people make all the difference in our success.

Gunvor Group