TL;DR
Quantitative Analyst (Commodities): Designing, building, and maintaining pricing models and position management tools for a front-office trading desk with an accent on .NET and Excel-based development. Focus on building scalable web-based applications and integrating complex market data workflows to support trading and risk management decisions.
Location: Must be based in Toronto, Ontario
Salary: Up to $160,000 CAD
What you will do
- Develop and maintain .NET-based mathematical finance libraries for commodity pricing models.
- Build and maintain Excel-based pricing and position tracking tools for trading desks.
- Utilize internal engineering frameworks to create web-based or GUI applications for trading.
- Automate data workflows and integrate internal and external market data sources.
- Collaborate with traders, risk managers, and technology teams to deliver quantitative solutions.
- Ensure quantitative tools are robust, scalable, and aligned with trading and risk policies.
Requirements
- Bachelor’s or graduate degree in Physics, Engineering, Computer Science, Mathematics, or a related field.
- 2+ years of experience in a quantitative analyst, strat, or developer role within commodities or a related asset class.
- Strong understanding of commodity markets and pricing methodologies.
- Advanced proficiency in Excel and VBA.
- Programming experience in Python or C#.
- Strong analytical and problem-solving skills.
Hiring process
- Submit an updated resume to apply.
- Initial interviews are being scheduled immediately.