Quantitative Researcher (Commodities)

About the role

Rebuild and independently validate the index methodology, including its weighting, divisor mechanics, rebalancing, composition changes, futures pricing, replication, and hedging. Stress-test the index under extreme market conditions, reconstruct it from raw market data, document findings, and potentially develop pricing, risk, and P&L models for a market-making desk. Candidates should have direct experience building or validating financial indices or benchmarks, strong index mathematics and derivatives pricing knowledge, and experience with futures, hedging, and quantitative risk. Strong Python skills and experience in an index provider, exchange, bank, hedge fund, or trading firm are sought; commodity or physically settled market experience is highly desirable.