Quantitative Analyst - Commodities, VP
Core
Develop and support quantitative models, analytics libraries, and pricing solutions for the Commodities Quant team to enable trading and risk management across Oil, Power, Gas, Metals, and Agriculturals.
Role type
VP-level quantitative analyst (commodities)
Builds
Pricing models, risk analytics, and quantitative solutions for front-office trading
Domain
Financial services / Commodities markets
Deliverable
production ML models
Required skills
C++, Python, JavaScript, React, numerical methods, Monte Carlo simulations, partial differential equation solvers, mathematical finance, statistics, probability theory, software design
Preferred skills
Hardware acceleration, advanced calculus, market data exposure
Technologies
C++, Python, JavaScript, React
Responsibilities
Develop analytics libraries for pricing and risk management; Create and support quantitative models leveraging mathematical and computer science methods; Develop pricing models using numerical techniques; Collaborate with traders, structurers, and technology professionals; Partner with control functions (Legal, Compliance, Risk, Audit) to ensure governance; Assess risk/reward of transactions and drive compliance.
Seniority
VP, hands-on IC with strategic oversight
