Quantitative Strategist

Alexander Chapman; Houston (TX); On-site; USD 120,000 - 180,000; Full time

Job summary

Alexander Chapman in Houston is seeking a Quantitative Strategist to strengthen our commodity trading analytics team. You will build models, develop pricing and risk tools, and work closely with traders on energy market challenges.

The candidate should have strong programming in Python and C++, with an advanced quantitative degree. Experience in energy markets is a plus and collaboration across commercial teams is essential.

Qualifications

• 5+ years of quantitative experience within commodities, energy, trading, or related financial markets environment.
• Strong knowledge of derivatives, financial mathematics, quantitative modelling, and risk.
• Experience building or working with pricing, valuation, or analytical models.
• Strong programming skills in Python, C++, C#, VBA, or similar languages.
• Experience working directly with trading, origination, or commercial teams.
• Exposure to energy markets and stochastic modelling would be relevant.

Responsibilities

• Building and improving quantitative models used across trading and commercial activities.
• Developing analytical tools to support pricing, valuation, and decision-making.
• Develop pricing and optimization models for energy dispatch and market opportunities.
• Working on complex commodity transactions and bespoke quantitative projects.
• Applying statistical and mathematical techniques to market and trading data.
• Contributing to the development of internal quantitative systems and analytics.
• Working closely with traders and commercial stakeholders to understand and solve quantitative problems.
• Supporting the ongoing enhancement of the team's modelling capabilities and infrastructure.

Skills

Python

C++

C#

VBA

Quant modelling

Pricing analytics

Trading systems

Energy markets

Education

Advanced degree

Job description

We are currently working on a Quantitative Strategist opportunity with a leading global commodity trading organization in Houston, TX. The position sits within a quantitative team supporting commercial and trading activities across the energy markets.

The role combines quantitative research, financial modelling, pricing, and analytics, with the opportunity to work closely with traders and commercial teams on a range of complex market-driven problems.

The role will involve:

• Building and improving quantitative models used across trading and commercial activities.
• Developing analytical tools to support pricing, valuation, and decision-making.
• Develop pricing and optimization models for battery storage, energy dispatch, and ancillary market opportunities.
• Working on complex commodity transactions and bespoke quantitative projects.
• Applying statistical and mathematical techniques to market and trading data.
• Contributing to the development of internal quantitative systems and analytics.
• Working closely with traders and commercial stakeholders to understand and solve quantitative problems.
• Supporting the ongoing enhancement of the team's modelling capabilities and infrastructure.

The ideal background would include:

• 5+ years of quantitative experience within commodities, energy, trading, or a related financial markets environment.
• Strong knowledge of derivatives, financial mathematics, quantitative modelling, and risk.
• Experience building or working with pricing, valuation, or analytical models.
• Strong programming skills in Python, C++, C#, VBA, or similar languages.
• Experience working directly with trading, origination, or commercial teams.
• Advanced degree in a quantitative discipline such as Mathematics, Physics, Engineering, Computer Science, or Finance.
• Exposure to energy markets, stochastic modelling, structured products, or commodity trading would be particularly relevant.