Commodities Quantitative Analyst

Overview

As a Commodities Quantitative Analyst, you will advance pricing models and analytics within a growing physical commodities platform. You’ll work in a central quantitative analytics function, partnering with PMs, traders and risk teams to support trading and risk management. The role focuses on North American natural gas with expansion plans across other commodities and geographies. You’ll contribute to the quantitative infrastructure using C++ and Python and have a meaningful impact on the firm’s physical markets strategy.

Responsibilities

• Develop pricing models and analytics for commodities
• Build and maintain the pricing library and quantitative infrastructure
• Collaborate with PMs, traders, Risk Managers and other quants
• Contribute to modelling techniques and data-driven decision support
• Support expansion into physical markets and other commodities/geographies

Key requirements

• 2 to 10+ years of relevant experience
• Strong knowledge of physical commodities and modelling techniques
• Natural Gas and Power as primary focus; broader commodity experience valued

• collaboration with diverse teams
• strong communication
• problem-solving mindset
• C++
• Python
• pricing models

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