Roles

Quant Analyst

 

Helping Quant Analysts build a library of market standard pricing, calibration and simulation tools allowing them to leverage their time for value added company specific analytics

Your Challenges

Developing robust calibration engines for industry standard single factor, multi factor and hybrid models

Developing fast simulation engines for multiple variables

Managing analytic development across the breadth of the energy and commodity space

Leveraging market standard pricing engines for pricing standard derivatives as well as storage and other well-known approaches

Opportunity

Maximise your time to work on value-adding activities for your organization by not having to re-code standard libraries of instruments.

Leverage Lacima’s many decades of experience in implementing market calibration tools as well as simulation engines.

Confidence comes from using specialised, award winning models and methodologies that reflect real-world industry specific market dynamics enabling a wide range of energy and commodity derivatives to be valued quickly and accurately.

Solution

Lacima offers three solutions: Lacima Trader, Lacima Analytics and Lacima API – providing a complete solution from trading to risk management using the same consistent models and methodologies tailored to the unique market dynamics and characteristics of energy and commodities markets either using Lacima’s own products or by incorporating Lacima’s multi-awarding winning analytics into your in-house solutions.

Lacima’s solutions offer a range of business benefits including:

  • Speed up the development of user-developed solutions without re-inventing the wheel
  • Price a wide range of derivatives and analyse a wide range of structured trades using standard plug-in analytical engines.
  • Handle cross commodity exposures including power, gas, oil & products, LNG, metals, soft commodities and others, in a single analytical engine
  • Model physical assets such as thermal, wind, hydro, and solar power plants, as well as gas storage facilities, oil refineries, pipelines, and other assets
  • Achieve consistency between the models and methodologies used to price deals and manage risk