Front-Office Commodity Quant Strategist & Developer

Profusion; Sydney; On-site; AUD 150,000 - 230,000; Full time

Benefits offered by this job

Performance-based incentive

Flexible working arrangements

Professional development support

Job summary

Profusion in Sydney seeks a Quantitative Strategist / Developer for a front-office strats role focused on commodities. You will build pricing models, risk analytics and trading tools used daily by traders across energy, metals and environmental markets.

You will work closely with desk colleagues to implement curve/construction, volatility surfaces and Monte Carlo techniques with production-grade software practices.

Qualifications

• A degree in a quantitative discipline such as mathematics, physics, engineering, statistics or computational finance.
• Strong programming in Python and/or C++, with software engineering practices.
• Experience with derivatives pricing and risk, ideally in commodities.
• Knowledge of stochastic calculus and numerical methods.
• Ability to communicate with non-technical stakeholders in a trading environment.
• Exposure to commodity modelling such as forward curves or seasonality.

Responsibilities

• Develop and maintain pricing models, risk analytics and trading tools for commodity derivatives.
• Build and enhance curve construction, volatility surface and Greeks frameworks.
• Partner with traders, sales and risk to deliver production-grade solutions.
• Support P&L attribution, scenario analysis and model validation.
• Improve performance, scalability and reliability of the quant library and data pipelines.
• Contribute to automation and tooling reducing manual workflow.

Skills

Python

C++

Derivatives pricing

Risk analytics

Monte Carlo

Stochastic calculus

Software engineering

Front-office exposure

Education

Bachelor's degree in a quantitative discipline

Postgraduate qualifications well regarded

Tools

kdb+/q

Cloud platforms

Time-series data

Job description

Profusion in Sydney seeks a Quantitative Strategist / Developer for a front-office strats role focused on commodities. You will build pricing models, risk analytics and trading tools used daily by traders across energy, metals and environmental markets.

You will work closely with desk colleagues to implement curve/construction, volatility surfaces and Monte Carlo techniques with production-grade software practices.