Senior Quantitative Analyst

3 weeks ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
Commodity Derivatives Quantitative Specialist

We are seeking a highly skilled Commodity Derivatives Quantitative Specialist to join our team at a Top-Tier Global Investment Bank. As a key member of our Commodities Analytics team, you will be responsible for developing and implementing derivative pricing models, creating and improving models for gas and metal volatility, and delivering analytics documentation and test material.

Key Responsibilities:

  • Develop and implement derivative pricing models
  • Create and improve models for gas and metal volatility
  • Maintain and improve existing toolsuite for energy and metal volatility
  • Deliver analytics documentation and test material
  • Provide day-to-day support to Commodity Desks

Essential Skills and Experience:

  • 5+ years' experience in a quant analytics role, ideally including commodity products
  • Quant analytics experience covering commodities, FX, or equity derivative products
  • Knowledge of commodities markets, including gas and metal volatility
  • Knowledge of numerical methods, stochastic calculus, econometrics, and probability
  • Good programming skills in C++, C#, Java, Python, Matlab, or R
  • Strong communication skills and fluency in written and spoken English
  • PhD or Masters' in a quantitative or engineering field


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