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Work type
On-site
Location
London, United Kingdom
Posted
3 days ago

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How this pay compares to similar roles

Similar $177k
$131k most similar roles pay here $227k

This listing doesn't post a salary. Most similar roles pay $140,651–$212,500.

Based on 240 similar postings.

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About Balyasny Asset Management

Balyasny Asset Management (BAM) is a global multi-manager hedge fund offering diversified investment strategies across equities, macro, commodities, and systematic trading.

Balyasny Asset Management currently has 56 open roles on FindRole.

Listed pay typically runs $175,000–$250,000 across 32 roles with salary data.

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At a glance

TL;DR · Job Detail

The Commodities Senior Quantitative Researcher role is part of the Commodities Risk Management team at a leading financial institution, reporting to the Head of Commodities Risk Analytics. This senior-level position involves developing pricing and risk analysis models for complex commodity derivatives and structured transactions, enhancing existing risk reporting tools, and conducting stress tests using statistical metrics. The researcher will collaborate with technology teams to automate and integrate research solutions into the infrastructure while also onboarding new portfolios and products. Essential skills include extensive experience in commodities quant roles, a strong academic background in quantitative fields, proficiency in Python and SQL, and expertise in modeling physical commodity assets across various geographical locations such as electricity, natural gas, crude oil, and agricultural commodities.

What you'll do

  • Formulate and implement pricing models for complex commodity derivatives.
  • Develop risk analysis methodologies for constructing term structures and volatility surfaces.
  • Improve existing risk reporting tools for both regular and ad-hoc requests.
  • Conduct historical and hypothetical stress testing using standardized statistical metrics.
  • Work with Risk Management to configure and calibrate risk systems effectively.

What we're looking for

  • 10+ years of experience in commodities quant roles at financial institutions
  • Strong academic background in quantitative fields like math or finance
  • Expertise in valuing and modeling physical commodity assets and structured transactions
  • Experience with various commodities including electricity, natural gas, crude oil, etc.
  • Proficient in Python and SQL with knowledge of numeric libraries such as pandas
  • Strong problem-solving skills for complex financial risk management
  • Ability to work collaboratively and communicate complex ideas clearly

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