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 environment
- 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 professional development

📌 Quantitative Strategy Developer (Sydney)
🏢 Profusion
📍 Sydney