Commodities Quant

Commodities Quant
Hedge Fund (Commodities)
London (or Singapore)

Our client is a leading player in the commodities trading space, with a strong presence in both exchange-traded and over-the-counter (OTC) markets, as well as physical trading across energy, power, natural gas, and metals. They are seeking a highly skilled and hands-on Quantitative Analyst/Developer to join our Commodities Desk, supporting risk management and pricing functions. This role is critical in building foundational models and enhancing their multi-strategy trading platform.

You will work closely with portfolio managers and risk teams, building production-level quantitative models for pricing and risk management systems.

Key Responsibilities

• Develop and maintain production-quality pricing models for exchange-traded, OTC, and physical commodities (with a focus on energy, power, and natural gas).
• Design and enhance risk management systems to support a multi-strategy trading platform.
• Collaborate with risk teams and portfolio managers to identify gaps and implement robust solutions.
• Build foundational pricing models and tools for physical trading in energy, power, and natural gas, particularly for US markets.
• Write and maintain high-quality code in Python and/or C++, ensuring performance and reliability in a production environment.
• Operate effectively across time zones, particularly addressing requirements in Asia markets for Singapore-based operations.

Requirements

• Strong quantitative background with experience in developing pricing and risk management systems.
• Expertise in commodities pricing, particularly energy, power, and natural gas.
• Experience with physical trading markets (energy, power, and US natural gas preferred).
• Proven ability to write production-quality code in Python and/or C++.
• Familiarity with multi-strategy trading platforms and risk management functions.
• Exceptional problem-solving skills and the ability to work effectively in a fast-paced, collaborative environment.
• Willingness to face off with portfolio managers and risk teams to align on requirements and deliverables.
• Based in London or Singapore, with flexibility to operate across time zones.

Preferred Qualifications

• Experience in both exchange-traded and OTC commodities markets.
• Track record of building foundational models in commodities trading environments.
• Strong understanding of the nuances of physical trading and logistics.
• Leadership experience while remaining hands-on with technical deliverables.