Quantitative Strategist - Commodities

Build and implement pricing, risk, and analytics models for commodity derivatives within a newly established FICC analytics team. You’ll research commodities markets, develop no-arbitrage and rates modeling, construct futures/forward price curves, and value futures/options and related commodity structures. The role is desk-aligned for daily trading and risk activities, partnering with Risk Oversight, Technology, and Model Governance to integrate proprietary models into a real-time securities risk platform and support validation and regulatory monitoring.