Quantitative Strategist, Global Banking & Markets, Commodities Trading

TL;DR

Quantitative Strategist (Commodities Trading): Developing quantitative models and automating trading processes for commodity derivatives with an accent on algorithmic pricing and risk management. Focus on implementing automated hedging algorithms, systematic data analysis of market flows, and end-to-end product structuring.

Location: New York, NY, United States (Onsite)

Salary: $150,000 - $225,000

Company

A leading global investment banking, securities and investment management firm.

What you will do

• Perform quantitative analysis of market data and franchise flows to inform the design of the automation platform.
• Lead end-to-end structuring for commodity derivative and financing products.
• Automate the pricing of derivative products to provide fast and accurate responses to client quotes.
• Implement automated hedging algorithms and build robust central risk management frameworks.
• Collaborate with sales and trading to enhance automated pricing and trading systems.
• Participate in all stages of the software development life cycle (SDLC) using object-oriented or functional programming.

Requirements

• Degree in a highly quantitative field such as Physics, Mathematics, Statistics, Engineering, or Computer Science.
• Strong programming skills in C++, Java, or Python.
• 2-4 years of experience in quantitative finance or at a cutting-edge technology company.
• Ability to prioritize multiple tasks and work effectively in a high-pressure environment.
• Excellent written and verbal communication skills.

Nice to have

• Prior experience in commodities at a peer investment bank or hedge fund.
• Quantitative or technical experience working directly on a derivatives trading desk.

Culture & Benefits

• Competitive benefits and comprehensive wellness offerings.
• Collaborative workspaces with a culture built on teamwork and meritocracy.
• Support for professional and personal growth through training and firmwide networks.
• Wellbeing and resilience programs to support work-life balance.