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 team at the forefront of commodities trading and make a real impact.
- Qualifications: Strong programming skills and experience in quantitative modelling of derivatives.
The predicted salary is between 70000 - 90000 € 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) employer: Emagine Consulting
At emagine, we pride ourselves on fostering a dynamic and inclusive work environment that encourages innovation and collaboration. As a Senior Quant Modeller in the commodities sector, you will benefit from our commitment to employee growth through continuous learning opportunities and exposure to cutting-edge financial technologies. Located in a vibrant financial hub, our company offers competitive remuneration packages and a culture that values diversity and meritocracy, making it an excellent place for professionals seeking meaningful and rewarding careers.
StudySmarter Expert Advice🤫
We think this is how you could land Senior Quant Modeller - Commodities (h/f)
✨Network Like a Pro
Get out there and connect with folks in the commodities and derivatives space. Attend industry events, join relevant online forums, and don’t be shy about reaching out on LinkedIn. We all know that sometimes it’s not just what you know, but who you know!
✨Show Off Your Skills
When you get the chance to chat with potential employers, make sure to highlight your programming skills in Python, C++, or C#. Bring examples of your work, especially those related to pricing models and risk management. We want to see how you can bring value to their team!
✨Tailor Your Approach
Before any interview, do your homework! Understand the company’s products and their market position. We recommend tailoring your responses to show how your experience aligns with their needs, especially in terms of model validation and client engagement.
✨Apply Through Our Website
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who take the initiative to engage directly with us!
We think you need these skills to ace Senior Quant Modeller - Commodities (h/f)
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your experience in quantitative modelling and derivatives pricing. We want to see how your skills align with the role, so don’t be shy about showcasing your technical expertise!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you’re passionate about commodities and how your background fits with our needs. Let us know how you can contribute to our team!
Showcase Your Programming Skills:Since strong programming skills are key for this role, make sure to mention your experience with Python, C++, or C#. We love seeing examples of your work, so if you have any projects or models, feel free to share!
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you don’t miss out on any important updates from our team!
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 Technical Skills
Since strong programming skills are crucial, ensure you're comfortable discussing your experience with Python, C++, or C#. Bring examples of how you've implemented production-quality code and maintained coding standards in your previous roles.
✨Understand the Market Landscape
Familiarise yourself with current trends in commodities markets, especially emissions/carbon products and power markets. Being able to discuss these topics will show your depth of knowledge and engagement with the industry.
✨Showcase Collaboration Experience
Highlight your experience working closely with trading desks and Front Office teams. Be ready to share specific examples of how you've contributed to team projects and improved client engagement through robust modelling solutions.
