Quantitative Analyst

Quantitative Analyst – Market Risk & Valuation

A leading commodities firm is looking for a skilled Quantitative Analyst to strengthen its Trading Risk & Quant Analytics Team. This role focuses on XVA pricing methodologies and supporting the development of a Quant Library, offering a fast-paced and dynamic work environment.

What You’ll Need:

• Advanced analytical and mathematical capabilities.
• Strong grasp of derivatives pricing and risk concepts.
• Proficiency in Python programming (knowledge of C++ or other languages is beneficial).
• Strong ability to collaborate across different teams and functions.
• Quick adaptability to new ideas and problem-solving approaches.
• Experience in delivering optimised and well-structured code.

Key Responsibilities:

• Designing and refining quantitative models and analytical tools.
• Working closely with teams across the business, including Trading, Middle Office, Risk, Credit, and Technology.
• Evaluating XVA-related risks associated with new transactions.

Your Background:

• A Master’s degree or higher in a numerical field such as Mathematics, Engineering, Physics, Science, or Finance.
• A minimum of 3 years’ experience in an XVA quant role - ideally within commodities (including CVA/FVA), though experience in rates or FX will also be considered.
• Proven ability to write robust, production-level code using best practices (source control, CI/CD pipelines, unit/regression testing).

Who You’ll Work With:

• Direct interaction with Trading, Risk, Credit, Middle Office, and IT teams.
• Reports to the XVA Lead covering energy and commodity trading.