Senior Commodities Quant Analyst: Front Office Pricing

Quanteam UK; Greater London; On-site; GBP 120,000 - 190,000; Full time

Job summary

Quanteam UK seeks a Senior Quantitative Analyst to join the Front Office Quantitative Research team in London. The role develops, implements and supports pricing and hedging models, expanding a commodities analytics library with strong governance and software practices.

Open to permanent or contractor arrangements, you will collaborate with Traders, Structurers and IT to deliver robust analytics for Energy, Metals and Agriculture desks.

Qualifications

• Postgraduate degree in a quantitative field.
• 5+ years in Front Office or Model Development.
• Expertise in financial mathematics including stochastic calculus, local/stochastic volatility, Monte Carlo, PDEs and curve construction.
• Strong C++ within a large quantitative library.
• Model documentation per SR 11-07 guidelines.
• Commodities expertise across Energy, Metals, or Agriculture.
• Familiarity with Murex/MDP integration.
• Experience with modern languages like Rust.

Responsibilities

• Enhance and expand the proprietary quantitative library for Commodities, delivering pricing and risk analytics.
• Document major model developments to SR 11-07 standards.
• Collaborate with Model Risk Management to support approvals of models and changes.
• Promote software engineering best practices with unit tests and regression checks.
• Work daily with Traders, Sales and Structurers to gather requirements and design bespoke solutions.
• Integrate analytics into trading platforms and downstream risk systems with IT teams.

Skills

C++ programming

Financial mathematics

Stochastic calculus

Monte Carlo simulation

Communication skills

Team collaboration

Education

MSc or PhD in Quantitative Finance/Math/Physics/Engineering/CS

Tools

Murex integration

Rust

SR 11-07 documentation

Job description

Quanteam UK seeks a Senior Quantitative Analyst to join the Front Office Quantitative Research team in London. The role develops, implements and supports pricing and hedging models, expanding a commodities analytics library with strong governance and software practices.

Open to permanent or contractor arrangements, you will collaborate with Traders, Structurers and IT to deliver robust analytics for Energy, Metals and Agriculture desks.