Senior Commodities Quantitative Researcher – Risk & Trading
I’m working with an elite Commodities PM at a billion-dollar macro fund, building a brand-new Commodities Quant and Risk function in London, with a mandate across complex commodity derivatives, structured transactions, and multi-commodity risk modelling.
While shaping a multi-billion-dollar portfolio, your responsibilities will include designing pricing and risk models, improving P&L attribution and portfolio construction, and integrating quantitative research into production systems, while directly supporting traders and the broader risk function.
THIS IS: A high-visibility, founding role with real ownership, collaborating with trading, risk, and tech teams, and directly influencing the analytical foundation of the Commodities desk.
Responsibilities:
- Build and implement pricing and risk models for complex commodity derivatives and structured transactions across global markets.
- Enhance portfolio analytics, P&L attribution, and multi-commodity risk frameworks to inform trading and risk decisions.
- Conduct stress testing, scenario analysis, and market simulations to evaluate portfolio and market risks.
- Collaborate closely with traders, risk managers, and technology teams to deploy quantitative research into production systems efficiently.
Requirements:
- 10+ years in commodities quant, strategy, or risk (hedge fund, bank, trading house, or utility).
- Strong Python and SQL skills (pandas, NumPy).
- Experience modeling physical assets and structured commodity transactions.
Please contact daniel.mclagan@stanfordblack.com for more information.
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