Senior Commodities Quant Analyst (Power SME) - Global Hedge Fund – Large comp package

JR United Kingdom; London; On-site; GBP 80,000 - 150,000; Full time

Job summary

An established industry player is seeking a Senior Commodities Quant Analyst to join its dynamic team in London. This role offers a unique opportunity to work closely with commodity portfolio managers and traders, focusing on designing and calibrating pricing and risk models. The ideal candidate will have a strong STEM background and extensive experience in quant and risk analysis, particularly in power pricing. With a lucrative compensation package and significant opportunities for career progression, this position is perfect for those looking to make a substantial impact in the hedge fund space.

Qualifications

• 5-15 years of experience in quant, risk, or trading roles.
• Expertise in power-related pricing is essential.

Responsibilities

• Collaborate with portfolio managers and traders on pricing and risk models.
• Present new ideas to senior stakeholders and manage engineering teams.

Skills

Quantitative Analysis

Risk Management

Model Validation

Power Pricing Expertise

Strong Coding Skills

Education

STEM Degree

Job description

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Senior Commodities Quant Analyst (Power SME) - Global Hedge Fund – Large comp package, London

Client:

Location:

London, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

4

Posted:

28.04.2025

Expiry Date:

12.06.2025

Job Description:

A leading, multi-billion dollar AUM Hedge Fund is looking to make a specialist hire for its European Commodities front office.

The role involves working with a small team of specialists and engaging with multiple commodity portfolio managers and traders. The successful candidate will collaborate closely with engineering teams to design, build, productionize, and calibrate pricing, risk, and P&L models. The role emphasizes presenting new ideas to senior stakeholders and managing engineering teams, rather than developing pricing libraries directly.

This position offers high visibility and autonomy, with significant progression opportunities across quant, risk, and investment functions, including potential team management within this domain.

Candidates should possess excellent STEM academic backgrounds and have 5-15 years of experience in quant, risk, model validation, or trading roles. Expertise in power-related pricing is essential, and strong coding skills are preferred.

The client is committed to offering a lucrative compensation package, including a significant increase in base salary and a substantial front office bonus, to attract the most suitable candidate.