Quantitative Strategist / Developer, Commodities

The opportunity

Join a front-office strats team supporting a leading commodities division at a major institutional bank. You’ll sit alongside traders and structurers, building the pricing, risk and analytics tools that drive decisions across energy, metals and environmental markets. This is a high-impact seat where your code goes into production and gets used by the desk daily.

What you’ll do
Develop and maintain pricing models, risk analytics and trading tools for commodity derivatives, including swaps, options and structured products
Build and enhance curve construction, volatility surface and Greeks frameworks
Partner directly with traders, sales and risk to turn market needs into robust, production-grade solutions
Support P&L; attribution, scenario analysis and model validation
Improve the performance, scalability and reliability of the desk’s quant library and data pipelines
Contribute to automation and tooling that reduces manual workflow across the business

What you’ll bring
A degree in a quantitative discipline such as mathematics, physics, engineering, statistics or computational finance (postgraduate qualifications are well regarded)




Strong programming skills in Python and/or C++, with solid software engineering practices (testing, version control, code review)
Practical experience with derivatives pricing and risk, ideally in commodities (power, gas, oil or metals)
Sound grasp of stochastic calculus, numerical methods and Monte Carlo techniques
Ability to communicate clearly with non-technical stakeholders and work under the pace of a trading setting
Curiosity about how commodity markets behave, and a sense of ownership over what you build
Experience with commodity-specific modelling such as forward curves, seasonality, spread options or storage and swing valuation
Exposure to cloud platforms, kdb+/q, or large-scale time-series data
Prior experience in a front-office strats or desk-quant role

Why join us
Genuine front-office exposure and close proximity to the trading desk
A collaborative, technically strong team that values good engineering
Competitive base plus performance-linked incentive
Explicit career progression within a global markets business
Flexible working arrangements and support for ongoing career development

📌 Quantitative Strategy Developer Sydney
🏢 Profusion
📍 Sydney