Job Description
About the Role
Join the Commodities Risk & Pricing team, building and owning the risk and pricing libraries that underpin PnL and risk across the business. You’ll design and implement core vanilla models and products, partnering directly with traders and structurers in a front-office, high-impact role.
What You’ll Do
Build and maintain core vanilla pricing models for commoditiesOwn risk and pricing libraries used firm-widePartner with trading and structuring teams on live transactionsEnsure models are robust, accurate, and production-ready Hard Requirements
Senior front-office QR/QD experience (commodities preferred; open to other asset classes)Proven track record in pricing model development and ownershipStrong programming skills (e.g. C++, Python)Commercial mindset and ability to work directly with risk takersMinimum MSc, ideally P...