Lead Quantitative Analyst, Commodities Pricing & Risk

Bank of America; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

Bank of America is seeking a talented Quantitative Analyst for its Commodities Quantitative Strategies and Data Group. This mid- to senior-level role focuses on designing, implementing, and maintaining pricing models and volatility tools used across our global commodities trading business.

You will leverage strong C++ and Python skills, deep quantitative knowledge, and experience in derivatives pricing. Preference for candidates with gas/power commodities experience and energy derivatives

Qualifications

• Advanced degree in a quantitative field with hands-on experience in a financial setting.
• Strong track record pricing and modelling derivatives, especially commodities.
• Proficiency in C++ and Python for numerical computing and model development.

Responsibilities

• Develop, implement, and maintain pricing and risk models for a wide range of commodities derivatives.
• Design and build scalable model pricing code and analytic platforms supporting risk analytics and trading.
• Collaborate with traders, structurers, and risk managers to deliver high‑performance analytics.

Skills

C++

Python

Quantitative finance

Derivatives pricing

Volatility modelling

Education

MSc/PhD in Mathematics/Physics/CS/Financial Engineering

Tools

Git

CI/CD

Job description

Bank of America is seeking a talented Quantitative Analyst for its Commodities Quantitative Strategies and Data Group. This mid- to senior-level role focuses on designing, implementing, and maintaining pricing models and volatility tools used across our global commodities trading business.

You will leverage strong C++ and Python skills, deep quantitative knowledge, and experience in derivatives pricing. Preference for candidates with gas/power commodities experience and energy derivatives