Quantitative Researcher, commodities – up to 250,000 total + benefits

Overview

In this role you will join a growing London quant team to advance commodities pricing and risk analytics for a proprietary library. You’ll collaborate with global quant groups to develop pricing models and pre-trade tools, while supporting risk management processes. The position offers a fast-paced, entrepreneurial environment with clear growth opportunities within a premier hedge fund client. You will work closely with risk management and trading teams to drive measurable impact in pricing accuracy and risk controls.

Responsibilities

• Develop fixed income pricing and risk analytics for the in-house library with global quant teams
• Create pre-trade analysis tools for portfolio managers
• Support and run quantitative risk and risk management processes
• Contribute across trading and risk activities in an entrepreneurial, expanding London team

Key requirements

• PhD or MSc in a scientific field
• minimum 3 years of commodity pricing and risk experience
• deep knowledge of crude oil, natural gas, and related markets (vol surface modelling)
• Options modelling experience including crack spread and CSO
• Excellent exposure to vanilla and exotic pricing
• Programming in C++ (preferred), Python, or R
• strong communication skills for risk management and trading liaison
• demonstrated track record in challenging environments
• bonus: experience in FI and FX

• strong communication skills
• ability to operate in a fast-paced, dynamic environment
• entrepreneurial mindset
• commodity pricing and risk modelling
• vol surface modelling
• crack spread and CSO options modelling

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