Senior Pricing Quant / Developer / Analyst – Commodities Risk & Pricing

Oxford Knight; Greater London; On-site; GBP 180,000 - 250,000; Full time

Job summary

Oxford Knight in London seeks a Senior Pricing Quant / Analyst to build and own the risk and pricing libraries underpinning PnL across the commodities business. You’ll design core vanilla models and deliver production-ready tools, collaborating with traders and structurers in a fast-paced front-office setting.

The role requires a track record in pricing model development, senior stakeholder engagement, and 5+ years as VP/ED in a top-tier bank or strong buy-side firm.

Qualifications

• Must have strong background in pricing models for commodities or related assets.
• Proven experience owning pricing libraries and collaborating with traders.
• Extensive front-office experience with risk-taking teams.

Responsibilities

• Build and maintain core vanilla pricing models for commodities.
• Own risk and pricing libraries used firm-wide.
• Partner with trading and structuring teams on live transactions.
• Ensure models are robust, accurate, and production-ready.

Skills

Pricing model development

Front-office experience

Stakeholder management

Senior-quant responsibilities

Education

MSc in Mathematics/quantitative field

PhD in Mathematics/quantitative field

Job description

Join the Commodities Risk & Pricing team, building and owning the risk and pricing libraries that underpin PnL and risk across the business. You’ll design and implement core vanilla models and products, partnering directly with traders and structurers in a front-office, high-impact role.

What You’ll Do

• Build and maintain core vanilla pricing models for commodities
• Own risk and pricing libraries used firm-wide
• Partner with trading and structuring teams on live transactions
• Ensure models are robust, accurate, and production-ready

Hard Requirements

• Senior front-office QR/QD experience (commodities preferred; open to other asset classes)
• Proven track record in pricing model development and ownership
• Commercial mindset and ability to work directly with risk takers
• Minimum MSc, ideally PhD, in Mathematics or a quantitative field
• 5+ years’ experience as a VP / ED in a Tier-1 investment bank or a strong buy-side firm

Skills (in order of priority)

• Need to be able to face off to senior stakeholders across the business
• Commodities experience is ideal, but they will hire from other backgrounds

Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.

Senior Pricing Quant / Developer / Analyst – Commodities Risk & Pricing London