Commodities Strats VP/Assoc — Quantitative Pricing & Risk

Candidate Experience Site - Lateral; City Of London; On-site; GBP 150,000 - 190,000; Full time

Job summary

Goldman Sachs is seeking a highly quantitative Commodities Strats Associate/VP in London to develop pricing models and risk tools for Gas & Power, Oil Products, and Metals. You will work with traders, sales, and engineering to deliver innovative solutions in a fast-paced trading floor environment.

The role requires strong programming skills (Python or C++), deep knowledge of option pricing, and an outstanding academic record in physics, math, engineering, or CS.

Qualifications

• Experience in commodity markets.
• Sound understanding of option pricing models.
• Experience in object-oriented programming with Python or C++.
• Excellent written and verbal communication skills.
• Excellent academic record in a quantitative field such as Physics, Mathematics, Engineering or Computer Science.

Responsibilities

• Develop and maintain derivatives pricing models across multiple sub-asset classes (Gas & Power, Oil Products, Metals).
• Collaborate with Sales, Trading and Structuring to develop risk-management solutions and hedge strategies.
• Contribute to physical commodity and commodity-backed structured finance transactions.
• Be involved with all stages of the software development lifecycle and work with real-time risk and market data systems.
• Coordinate with teams to expand the business into new products and jurisdictions.

Skills

Commodity markets

Option pricing

Python/C++

Education

Physics

Mathematics

Engineering

Computer Science

Job description

Goldman Sachs is seeking a highly quantitative Commodities Strats Associate/VP in London to develop pricing models and risk tools for Gas & Power, Oil Products, and Metals. You will work with traders, sales, and engineering to deliver innovative solutions in a fast-paced trading floor environment.

The role requires strong programming skills (Python or C++), deep knowledge of option pricing, and an outstanding academic record in physics, math, engineering, or CS.