Bruin · 10 hours ago
Front Office Quant - Commodities
NYC Metro Area
Full-time
Onsite
Mid, Senior LevelBruin is a global Commodities Quantitative Strategies team seeking a Front Office Quant to build derivative pricing models and analytics tools. The role involves developing and maintaining pricing and risk models, collaborating with traders, and supporting analytics needs in commodity markets.
ConsultingHuman ResourcesRecruiting
Hiring Manager
David Lewis
Responsibilities
Develop, implement, and maintain pricing and risk models for a wide range of commodities derivatives
Design and calibrate volatility surfaces and models to support trading and risk management
Build scalable quantitative software platforms and high-performance pricing code in C++ and Python
Collaborate closely with traders, structurers, and risk managers to deliver actionable model-driven insights
Prepare detailed model documentation to meet internal governance and regulatory requirements
Work with model validation and risk control teams throughout the model approval lifecycle
Support day-to-day analytics needs and contribute to continuous improvement of the platform
Qualification
Required
Advanced degree (MSc/PhD) in Mathematics, Physics, Computer Science, Financial Engineering, or related quantitative discipline
Experience in a quantitative analytics or quantitative development role in financial services or a relevant industry
Strong background in derivatives pricing and volatility modelling; commodities experience preferred, but FX, equities, or other complex products considered
Proficient in C++ and Python for numerical computing and model development
Knowledge of structured software development environments, including source control, CI/CD, testing, and release processes
Excellent problem-solving skills, attention to detail, and strong communication abilities
Preferred
Familiarity with model documentation and validation processes is a plus
Exposure to commodities markets (energy, metals, agriculture, gas, power, indices) and numerical methods such as Monte Carlo, PDE solvers, or volatility calibration is advantageous
Company
Bruin
Bruin is a financial recruitment consultancy.
Founded in 2010
51-200 employees
Funding
Current Stage
Growth StageCompany data provided by crunchbase