AB
Quantitative Analyst
Albert Bow
Canada · On-site Full-time Executive 2mo ago
About the role
About the Role
Partner with a top‑tier global financial institution as a Quantitative Analyst on a front‑office commodities trading team in Toronto. This highly visible position works directly with traders, risk managers, and technology teams, delivering models that drive pricing, risk management, and real trading decisions.
Responsibilities
- Design, build, and maintain commodity pricing and position management models.
- Develop and enhance a core mathematical finance library used across the trading desk.
- Own Excel‑based pricing and risk tools, with a clear path toward scalable web‑based applications.
- Partner closely with traders, risk managers, and engineers to translate trading ideas into robust quantitative solutions.
- Automate data pipelines and integrate internal and external market data.
- Ensure all tools are production‑ready, scalable, and aligned with trading and risk policies.
- Document models, workflows, and system architecture with best‑in‑class standards.
Requirements
- Degree (BSc / MSc / PhD) in Mathematics, Physics, Engineering, Computer Science, or a similar field.
- 2+ years’ experience as a Quant, Strat, or Front‑Office Developer within commodities or related asset classes.
- Strong understanding of commodity markets, curves, and pricing methodologies.
- Excellent Excel skills (including VBA or advanced modeling).
- Solid programming experience in Python and/or C#.
- Strong communication skills and confidence to work directly with front‑office stakeholders.
Nice to Have (Not Required)
- Experience with JavaScript and modern web frameworks.
- Knowledge of SQL / relational databases.
- Exposure to ETRM systems (Endur, Openlink, etc.).
- Familiarity with risk metrics (VaR, Greeks) and curve construction.
Why This Role Stands Out
- Front‑office seat with direct trader interaction.
- Real ownership of models used in live trading.
- Strong engineering culture moving toward modern, scalable platforms.
- Long‑term growth potential within a highly respected capital markets
Skills
C#ExcelPythonVBA
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