Quantitative Strategist - Commodities

U.S. Bank • Charlotte, NC

8d

About The Position

The Quantitative Strategist is a front-office quantitative professional responsible for supporting the design, development, and implementation of pricing, risk, and analytics models with a focus on commodity derivatives businesses. As part of the Global Capital Markets strategic buildout initiative, the role will join a newly established FICC analytics team focused on delivering high-quality analytical support to trading and sales partners across business lines. The position will work as a desk-aligned quantitative partner in daily trading and risk management activities, while collaborating closely with Risk Oversight, Technology, and Model Governance teams to help integrate proprietary models into a holistic, real-time securities risk platform. Strong communication skills and the ability to operate effectively in a collaborative, regulated environment are essential.

Requirements

• Ph.D. in Mathematics, Physics, Engineering, or a related quantitative discipline.
• Strong knowledge of mathematical finance, stochastic calculus, neural-network modeling, and machine learning methodologies.
• One to three years of experience as a front-office quantitative strategist at a major financial institution.

Nice To Haves

• Strong programming skills in C++ and Python.
• Demonstrated ability to work effectively with trading, risk, technology, and governance partners in support of front-office quantitative modeling and analytics objectives.
• Strong written and verbal communication skills are required.

Responsibilities

• Support research on commodities markets and develop practical understanding of no-arbitrage pricing and rates modeling techniques under the guidance of senior team leadership.
• Develop quantitative models and simulate trading strategies for commodity derivatives products.
• Develop futures and forward price curve methodologies for commodity derivatives across crude oil, natural gas, metals, and electricity power markets.
• Develop pricing models for commodity Asian options, basket options, electricity power forward agreements, precious metals products, and metal leasing agreements.
• Value exchange-traded futures and options products and support associated pricing and risk analytics.
• Participate in the development of the Fixed Income Analytics Platform and support the integration of quantitative models into risk systems.
• Collaborate with Model Validation and Risk Oversight teams throughout model approval and post-approval monitoring processes, and support activities required for regulatory examinations.
• Partner with Technology teams in the integration, testing, and implementation of proprietary pricing and risk models.

Benefits

• Healthcare (medical, dental, vision)
• Basic term and optional term life insurance
• Short-term and long-term disability
• Pregnancy disability and parental leave
• 401(k) and employer-funded retirement plan
• Paid vacation (from two to five weeks depending on salary grade and tenure)
• Up to 11 paid holiday opportunities
• Adoption assistance
• Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law
• Incentive and recognition programs
• Equity stock purchase
• Pension

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: Ph.D. or professional degree