Join one of the world's leading hedge funds and work at the cutting edge of quantitative finance. We're looking for a talented Quant Modeller to develop, implement, and refine pricing and risk models across Commodities, Rates, or FX asset classes.
You'll collaborate closely with traders and researchers to translate market intuition into robust quantitative frameworks, driving alpha generation and improving risk management across the portfolio.
What you'll bring: A strong academic background in a quantitative discipline (Mathematics, Physics, Engineering or similar), hands-on experience building derivatives or statistical models, and sharp programming skills in Python, C++, or equivalent. Prior exposure to Commodities, Rates, or FX products is highly valued.
This is a high-impact role offering direct access to senior decision-makers and the opportunity to shape model infrastructure at a firm where quantitative excellence is central to everything we do.
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