Lead Quant Analyst — Commodities Pricing (C++/Python)

NCSL International; Northern, New York (KY, NY); Hybrid; USD 100,000 - 300,000; Full time

Benefits offered by this job

Discretionary bonus

Benefits package

Job summary

Bank of America seeks a mid-to-senior Quantitative Analyst to join its Commodities Quantitative Strategies and Data Group (QSDG). You will design, implement, and maintain derivative pricing models and volatility tools used across our global commodities trading business.

The ideal candidate has a strong background in quantitative finance and production-grade software development in C++ and Python, with experience in derivatives pricing and volatility modelling, preferably in energy commodities.

Qualifications

• Advanced degree in a quantitative discipline such as Mathematics, Physics, CS or Financial Engineering.
• Experience pricing and modelling derivatives, preferably in commodities.
• Strong software development experience in C++ and Python.

Responsibilities

• Develop, implement, and maintain pricing and risk models for commodities derivatives.
• Design pricing models for power, gas, spread options and other energy products.
• Build scalable model pricing code and analytics tooling for production use.
• Collaborate with traders, risk managers, and model validators.
• Document models and support governance and regulatory requirements.

Skills

Quantitative finance

C++

Python

Derivatives pricing

Volatility modelling

Communication

Education

MSc/PhD in quantitative field

Tools

C++

Python

Job description

Bank of America seeks a mid-to-senior Quantitative Analyst to join its Commodities Quantitative Strategies and Data Group (QSDG). You will design, implement, and maintain derivative pricing models and volatility tools used across our global commodities trading business.

The ideal candidate has a strong background in quantitative finance and production-grade software development in C++ and Python, with experience in derivatives pricing and volatility modelling, preferably in energy commodities.