Quantitative Strategy Developer

Quantitative Strategist / Developer, CommoditiesThe opportunityJoin a front-office strats team supporting a leading commodities division at a major institutional bank. You’ll sit alongside traders and structurers, building the pricing, risk and analytics tools that drive decisions across energy, metals and environmental markets. This is a high-impact seat where your code goes into production and gets used by the desk daily.What you’ll doDevelop and maintain pricing models, risk analytics and trading tools for commodity derivatives, including swaps, options and structured productsBuild and enhance curve construction, volatility surface and Greeks frameworksPartner directly with traders, sales and risk to turn market needs into robust, production-grade solutionsSupport P&L attribution, scenario analysis and model validationImprove the performance, scalability and reliability of the desk’s quant library and data pipelinesContribute to automation and tooling that reduces manual workflow across the businessWhat you’ll bringA degree in a quantitative discipline such as mathematics, physics, engineering, statistics or computational finance (postgraduate qualifications are well regarded)Strong programming skills in Python and/or C++, with solid software engineering practices (testing, version control, code review)Practical experience with derivatives pricing and risk, ideally in commodities (power, gas, oil or metals)Sound grasp of stochastic calculus, numerical methods and Monte Carlo techniquesAbility to communicate clearly with non-technical stakeholders and work under the pace of a trading environmentCuriosity about how commodity markets behave, and a sense of ownership over what you buildExperience with commodity-specific modelling such as forward curves, seasonality, spread options or storage and swing valuationExposure to cloud platforms, kdb+/q, or large-scale time-series dataPrior experience in a front-office strats or desk-quant roleWhy join usGenuine front-office exposure and close proximity to the trading deskA collaborative, technically strong team that values good engineeringCompetitive base plus performance-linked incentiveClear career progression within a global markets businessFlexible working arrangements and support for ongoing professional development