full-time
Quant Analyst, Commodities
eXalt Fi
- Employer
- eXalt Fi
- Location
- London
- Working pattern
- on-site
About the role
Extend the bank’s proprietary commodities pricing library in C++ and deliver pricing and risk analytics for trading and structuring desks. Document and validate models to SR 11-7 standards, maintain robust testing and coding practices, and integrate analytics with Murex and downstream risk systems. Requires an MSc or PhD in a quantitative field and at least five years of experience as a front-office or model-development quant. Candidates should have strong C++ experience in a shared pricing library, solid financial mathematics expertise, and the ability to explain complex models clearly to traders and IT.