At a Glance
- Tasks: Validate and enhance pricing models for commodity derivatives while collaborating with trading teams.
- Company: Dynamic firm focused on innovative financial solutions in commodities markets.
- Benefits: Competitive salary, inclusive culture, and opportunities for professional growth.
- Other info: Ideal for those passionate about finance and technology in a fast-paced environment.
- Why this job: Join a leading team to shape the future of commodity trading and risk management.
- Qualifications: Strong programming skills and experience in quantitative modelling of derivatives.
The predicted salary is between 60000 - 80000 € per year.
The successful consultant will combine strong technical expertise with deep derivatives product knowledge, supporting both internal stakeholders and client-facing initiatives.
Responsibilities
- Perform rigorous model validation across a range of commodity derivatives products.
- Develop, enhance, and maintain pricing and risk models, with a focus on derivatives (e.g. swaps, futures, options, Asians, averaging products).
- Work with market data inputs to build and validate pricing frameworks.
- Collaborate closely with trading, risk, and technology teams, ideally in a Front Office or trading desk-aligned environment.
- Support the firm's transition toward increased OTC product coverage and more complex instruments.
- Contribute to the modelling and validation of new products and asset classes.
- Improve client engagement through transparent, robust modelling solutions.
- Strong programming skills in Python, C++, or C#, with hands-on experience developing pricing models (not purely research or predictive/data science work).
- Proven experience in quantitative modelling and independent model validation, specifically in derivatives pricing and risk.
- Solid understanding of financial derivatives, including exposure to swaps, futures, options, exotic products (e.g. Asians, averaging structures).
- Experience working with market data to build pricing models, rather than purely predictive/statistical modelling.
- Background working in a trading desk environment (bank, hedge fund, market maker, or major trading counterparty strongly preferred).
- Demonstrated experience supporting or interacting with Front Office trading teams.
- Strong coding standards, including model documentation and production-quality implementation.
- Experience working within and extending an existing technology stack.
Qualifications
- Experience in commodities markets, particularly emissions/carbon products and power markets.
- Prior experience in a banking or hedge fund environment with exposure to live trading and risk systems.
- Direct involvement in building and implementing pricing models.
- Experience working closely with trading desks.
- Strong alignment to derivatives valuation rather than general analytics or machine learning applications.
Equal Employment Opportunity: emagine is an equal opportunity employer, and employment practices are based strictly on merit. It is the policy of the Company to give equal opportunity in employment regardless of sex, sexual orientation, marital status, race, age, disability, gender reassignment, pregnancy and maternity, religion or ethnic origin.
Senior Quant Modeller - Commodities (h/f) in City of Westminster employer: Emagine Consulting
At emagine, we pride ourselves on being an exceptional employer, offering a dynamic work culture that fosters collaboration and innovation in the commodities sector. Our commitment to employee growth is evident through continuous training opportunities and a supportive environment that encourages professional development, particularly for those in quantitative modelling roles. Located in a vibrant financial hub, we provide our team with unique advantages, including direct exposure to live trading environments and the chance to work alongside industry experts, making every day both meaningful and rewarding.
StudySmarter Expert Advice🤫
We think this is how you could land Senior Quant Modeller - Commodities (h/f) in City of Westminster
✨Tip Number 1
Network like a pro! Reach out to your connections in the commodities and finance sectors. Attend industry events or webinars, and don’t be shy about introducing yourself. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative modelling projects, especially those related to derivatives pricing. This will give potential employers a taste of what you can bring to the table.
✨Tip Number 3
Prepare for interviews by brushing up on your technical knowledge and coding skills. Be ready to discuss your experience with Python, C++, or C# in detail. Practice common interview questions related to model validation and risk management.
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities that might just be perfect for you. Plus, it’s a great way to ensure your application gets seen by the right people.
We think you need these skills to ace Senior Quant Modeller - Commodities (h/f) in City of Westminster
Some tips for your application 🫡
Tailor Your CV:Make sure your CV speaks directly to the role of Senior Quant Modeller. Highlight your experience with derivatives, especially in commodities, and showcase your programming skills in Python, C++, or C#. We want to see how your background aligns with what we're looking for!
Showcase Your Experience:When writing your application, don’t just list your previous jobs. Instead, tell us about specific projects where you developed or validated pricing models. We love seeing real examples of your work, especially if they relate to trading desks or financial derivatives.
Be Clear and Concise:Keep your application straightforward and to the point. Use clear language to describe your skills and experiences. We appreciate a well-structured application that makes it easy for us to see why you’d be a great fit for our team.
Apply Through Our Website:We encourage you to apply through our website for the best chance of getting noticed. It’s the easiest way for us to track your application and ensure it reaches the right people. Plus, it shows you’re serious about joining StudySmarter!
How to prepare for a job interview at Emagine Consulting
✨Know Your Models Inside Out
Make sure you can discuss the pricing and risk models you've worked on in detail. Be prepared to explain your thought process behind model validation and how you’ve tackled challenges in derivatives pricing.
✨Brush Up on Your Programming Skills
Since strong coding skills in Python, C++, or C# are crucial, practice coding problems related to financial modelling. Be ready to demonstrate your ability to write clean, production-quality code during the interview.
✨Understand the Commodities Market
Familiarise yourself with current trends in commodities, especially emissions/carbon products and power markets. Being able to discuss recent developments will show your genuine interest and expertise in the field.
✨Engage with Front Office Dynamics
Highlight any experience you have working closely with trading desks. Prepare examples of how you've collaborated with trading, risk, and technology teams to enhance client engagement through robust modelling solutions.
