Quantitative Research [Multiple Positions Available]

About the role

Develop, test, and document derivative pricing and cross-asset diffusion models for commodities and foreign exchange, while supporting model reviews and improving transparency into model behavior and risk factors. Provide quantitative analysis for trading and risk management, including profit-and-loss attribution, risk decomposition, hedging evaluation, transaction onboarding, and counterparty credit exposure assessment. Requires a master's degree in Financial Engineering, Mathematical Finance, Statistics, or a related field, plus at least three years of relevant experience. Requires three years of experience in quantitative modeling across commodity and foreign exchange markets, model calibration, C++ computational development, counterparty credit risk, and analytical tools for trading and risk management.