if you have a quant background (in finance) I would recommend not to concentrate on specifc technicalities but rather show your interest in the industry and your ability and strive to adapt quant finance skills to commodities

quant also, the same breeeeed

Hi I am thinking about to move to Switzerland. Has someone insight about (i) salary & bonus for an experienced commodity risk manager 10y+(ii) interesting companies in this field(iii) working hours thank youerisk

Hi folksselby jennings indicates to search for many interesting vacancies in different locations. Are the ads serious, does someone have experience with them?Kind Regardserisk

<t>Hi folksI am currently considering organisational requirements and would like to build on your experience (obviously not a quant issue, but I appreciate your view):When has a trade to be captured in the system at energy trading companies? Is up to 15 minutes after the trade was done reasonable or...

<t>hiI may have an easy question but would appreciate an answer anywayNowadays Morgan Stanley CDS prices are about 2000 or 20% for a 5 years horizon. I wonder how this works, does that mean that every year you need to pay 20%? So after 5 years you have paid the whole sum that you wish to insure? Or ...

hi folkscould someone provide me a data source for cds prices? I would aim at investigating the risk premia for merrill, morgan stanley thx

any ideas?

could you provide a formula and explanation?do you have an extension also for three r.v. pairwise correlated with 0.3?

great source, thank you

<t>Hiwhen I have two creditors which are positively correlated (say 30%) how could I calculate the joint default prob?Is the following approach adequate: two binomially distributed random variables each with 2% prob of default, pairwise corr 30% the result for joint prob default is x? If yes, then w...

any ideas?

<t>thank you ppauper, this is helpfulI aim for modelling relationship of natural gas (TTF) with gasoil/fuleoil. In Continental Europe gas depends on oil via lagged price formulas (classical contracts, import contracts, sales contracts) . Now that gas markets (hub trading) in Europe emerge I wonder i...

hi folksdoes someone have experience with modelling the long term relationship between these commodities (e.g. comparing Henry Hub and Brent/WTI)?Which models are relevant here, cointegration theory?thank you

hi folksdoes someone know where to find historical data free of charge?thanks in advanceerisk