Front Office Quantitative Analyst
Core
Developing, implementing, and supporting pricing and hedging models for a global commodities analytics library in a front office environment.
Role type
Senior IC quantitative analyst (commodities)
Builds
Proprietary quantitative library for pricing and risk analytics
Domain
Financial engineering / Commodities
Deliverable
production ML models
Required skills
stochastic calculus, Monte Carlo simulation, PDE methods, curve construction, C++ programming, model documentation (SR 11-07)
Preferred skills
commodities expertise (Energy, Metals, Agriculture), Murex/MDP integration, agentic AI frameworks, Rust
Technologies
C++, Murex, MDP, Rust
Responsibilities
Enhance proprietary quantitative library for commodities market; Document major model developments per SR 11-07; Partner with Model Risk Management for model approval; Promote software engineering best practices and testing; Work with Traders/Sales to design bespoke solutions; Integrate analytics into trading platforms.
Seniority
Senior, hands-on IC