Lead Commodity Quant Strategist: Front-Office Pricing & Risk

Selby Jennings; New York (NY); On-site; USD 200,000 - 300,000; Full time

Job summary

Selby Jennings is seeking a Sr. Quantitative Strategist for commodities in New York.

The role partners with traders and portfolio managers to build pricing models, volatility frameworks, forecasting tools, and risk analytics that influence investment decisions across global commodities markets. The candidate will develop pricing and risk models for derivatives, calibrate volatility surfaces, and contribute to the quantitative infrastructure.

Qualifications

• 5+ years of experience in a Quant Research, Quant Strat, or Quant Development role.
• Strong background in derivatives pricing, volatility modelling, and quantitative analytics.
• Advanced Python development skills; C++ experience is a plus.

Responsibilities

• Develop pricing and risk models for commodity derivatives and structured transactions.
• Build and calibrate volatility surfaces, forecasting models, and quantitative analytics.
• Partner directly with traders and portfolio managers on live trading and risk management challenges.
• Design and enhance Python-based research, pricing, and analytics platforms.
• Develop P&L attribution, portfolio analytics, and risk management tools.
• Contribute to the ongoing evolution of the team’s quantitative infrastructure and modelling framework.

Skills

Python

C++

Derivatives pricing

Volatility modelling

Quant analytics

Job description

Selby Jennings is seeking a Sr. Quantitative Strategist for commodities in New York.

The role partners with traders and portfolio managers to build pricing models, volatility frameworks, forecasting tools, and risk analytics that influence investment decisions across global commodities markets. The candidate will develop pricing and risk models for derivatives, calibrate volatility surfaces, and contribute to the quantitative infrastructure.