Senior Commodities Quantitative Researcher – Risk & TradingI’m working with an elite Commodities PM at a billion-dollar macro fund, building a brand-new Commodities Quant and Risk function in London, with a mandate across complex commodity derivatives, structured transactions, and multi-commodity risk modelling.While shaping a multi-billion-dollar portfolio, your responsibilities will include designing pricing and risk models, improving P&L attribution and portfolio construction, and integrating quantitative research into production systems, while directly supporting traders and the broader risk function.THIS IS: A high-visibility, founding role with real ownership, collaborating with trading, risk, and tech teams, and directly influencing the analytical foundation of the Commodities desk.Responsibilities:Build and implement pricing and risk models for complex commodity derivatives and structured transactions across global markets.Enhance portfolio analytics, P&L attribution, and multi-commodity risk frameworks to inform trading and risk decisions.Conduct stress testing, scenario analysis, and market simulations to evaluate portfolio and market risks.Collaborate closely with traders, risk managers, and technology teams to deploy quantitative research into production systems efficiently.Requirements:10+ years in commodities quant, strategy, or risk (hedge fund, bank, trading house, or utility).Strong Python and SQL skills (pandas, NumPy).Experience modeling physical assets and structured commodity transactions.Please contact daniel.mclagan@stanfordblack.com for more information.If this isn’t right for you, but you know someone who might be interested, our market-leading referral scheme rewards successful referrals! T&Cs apply. #J-18808-Ljbffr