Our client are a leading Global Investment Bank who are looking to recruit a Quantitative Analyst to join a high-performing Commodities team. This is a mid-to-senior level opportunity focused on building and enhancing derivatives pricing and volatility modelling capabilities. The role sits close to trading and risk, delivering analytics used across a global commodities platform. You’ll work on sophisticated quantitative models with real commercial impact. Ideal for a quant who combines strong financial theory with production-grade C++ and Python development skills.
Key Responsibilities:
Design, implement, and maintain pricing and risk models for a broad range of commodities derivatives.
Develop and calibrate volatility surfaces and advanced volatility models.
Build scalable, high-performance pricing libraries and quantitative analytics platforms.
Partner closely with traders, structurers, and risk managers to deliver model-driven solutions.
Write robust, production-quality code in C++ and Python to support trading and risk workflows.
Produce clear and comprehensive model documentation for governance and regulatory purposes.
Collaborate with model validation and risk control teams through the full model lifecycle.
Experience Required:
Advanced degree (MSc or PhD) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Financial Engineering.
Professional experience in quantitative analytics or quantitative development within financial services or a related field.
Strong background in derivatives pricing, ideally in commodities, though FX, equities, or other complex asset classes are also relevant.
Solid understanding of volatility modelling and derivative pricing theory.
Proven proficiency in C++ and Python for numerical modelling and analytics development.
Experience working within structured software development environments (version control, CI/CD, testing frameworks).
If you’re interested in finding out more please apply today!
