Commodities Options Quant

Are you a talented Quant with a passion for commodities and option pricing? We are seeking an ambitious individual to join a leading trader in London as an Option Pricing Commodities Quant. This is a unique opportunity to work in a dynamic, fast-paced environment with one of the world’s leading physical commodity traders.


Key Responsibilities:

• Develop, enhance, and maintain option pricing models for commodities trading, with a focus on physical markets.
• Analyse and model optionality, including exotic derivatives, to support trading strategies.
• Collaborate closely with traders to deliver actionable insights and pricing tools.
• Contribute to risk management, portfolio optimisation, and strategy development.
• Build and maintain robust Python-based analytics and tools for front-office use.

Requirements:
• Education: Master’s degree in a quantitative field (e.g., Mathematics, Physics, Financial Engineering, or similar).
• Experience: 2+ years of front-office experience in a commodity trading environment (Gas, Power or LNG) or related field.

Skills:
• Strong understanding of optionality and experience with exotic option modeling.
• Advanced proficiency in Python, with experience in building analytics tools and writing code.
• Solid foundation in quantitative finance and stochastic processes.