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

Key Responsibilities

• 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.

Qualifications

• 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.