Quantitative Risk Analyst - Commodities

JR United Kingdom; City Of London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading client in financial services seeks a Quantitative Risk Analyst to analyze commodities risk and build quantitative models. This role requires a strong background in quantitative disciplines and significant experience in financial risk analysis. Candidates should demonstrate expertise in programming, particularly Python, and experience with data science tools. The position offers the opportunity to work alongside a dynamic Quant Technology team in a well-respected hedge fund environment.

Qualifications

• Minimum of 3 years’ experience in Trading, Risk, or Quantitative Analysis.
• Strong programming skills in Python; experience with GUI tools is a plus.

Responsibilities

• Develop data-driven analytical models for performance and risk.
• Design interactive dashboards for risk analysis and visualization.
• Collaborate with the Quant Technology team on models.

Skills

Programming in Python

Data science ecosystem

Risk analysis

Education

Master’s or PhD in a quantitative discipline

Tools

Pandas

scikit-learn

Dash

Panel

Job description

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Quantitative Risk Analyst - Commodities, london (city of london)

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Client:

H&P Executive Search

Location:

london (city of london), United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

4

Posted:

28.06.2025

Expiry Date:

12.08.2025

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Job Description:

Client - Hedge Fund

Location - London

The Quant Risk Analyst will help analyze & monitor the Commodities risk, build quantitative models for performance & risk analysis.

Responsibilities:

• Develop data-driven analytical models to uncover performance patterns among portfolio managers and pinpoint key drivers of P&L and risk (e.g., factor models, risk decomposition).
• Design and implement interactive dashboards for risk analysis and scenario visualization, providing intuitive GUI tools for decision support.
• Collaborate with the Quant Technology team to build and enhance option pricing and volatility models.

Skills:

• Advanced degree (Master’s or PhD) in a quantitative discipline such as Engineering, Computer Science, Mathematics, or Physics.
• Minimum of 3 years’ experience in a professional role within Trading, Structuring, Risk, or Quantitative Analysis at a financial institution, fintech firm, trading company, or commodities house.
• Strong programming skills, particularly in Python, with hands-on experience in the data science ecosystem (e.g. Pandas, scikit-learn or similar), and SQL. Experience with GUI development tools such as Dash, Panel, or equivalent is a plus.