Develop, implement, and maintain pricing and risk models for a wide range of commodities derivatives
Work on pricing models for commodities products, with potential focus areas including power, gas, spread options, storage, structured products, and other non-standard commodity derivatives
Design and build scalable model pricing code and quantitative software platforms that support risk analytics and trading needs
Work closely with traders, structurers, and risk managers to deliver high-performance analytics and model-driven tools
Write high-quality production code in C++ and Python, and contribute to the ongoing modernization of the analytics infrastructure
Write comprehensive model documentation to support internal governance and regulatory requirements
Collaborate with model validation and risk control teams throughout the model approval lifecycle
Support day-to-day analytics needs and participate in the continuous improvement of the platform

Advanced degree (MSc/PhD) in a quantitative discipline such as Mathematics, Physics, Computer Science, Financial Engineering, or related quantitative field
Experience in a quantitative analytics or quantitative development role within a financial institution or a relevant industry
Strong experience in pricing and modelling derivatives, preferably in commodities, but FX, equities, or other complex products also considered
Solid knowledge of volatility modelling techniques and derivative pricing theory
Proficiency in C++ and Python for numerical computing and model development
Knowledge of working within a structured software development environment
Use of source code control systems, continuous integration environments, testing, release processes, etc.
Excellent problem-solving skills, attention to detail, and strong communication abilities
Experience with model documentation and familiarity with model validation processes is a strong plus

Employees are eligible for an annual discretionary award based on their overall individual performance results and behaviors
Access to paid time off
Industry-leading benefits
Resources and support to employees to make a genuine impact

VP/Director, Quantitative Analyst – Commodities Quantitative Strategies and Data Group

Key skills