Quantitative Researcher/Analyst

Vallum Associates Limited
London, United Kingdom
£160k - £240k
Mar 22, 2023
Apr 05, 2023
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
As a Quantitative Researcher , you will be responsible for the following:

  • Formulate and implement models for validating and correcting historical prices of commodities assets and derivatives
  • Develop methodologies and procedures aimed at improving the quality of data delivered for the Commodities space
  • Apply quantitative methods to solve data quality topics.
  • Contribute to overall product of the Commodities Data organization, helping the team validate, organize, and model Commodities price data.
  • Interact with Portfolio Managers and Risk Management to collect model
    requirements and validate model outputs
  • Work with Risk Management to help calibrate risk systems, particularly for new products and physical assets.


  • Strong programming skills in Python and SQL. Must be familiar with numeric libraries such as pandas, numpy, etc.
  • At least 5+ years of experience as a commodities quant, strategist, or quantitative risk officer.
  • Strong academic background in quantitative fields such as math, physics, engineering, statistics, economics, or finance.
  • Skilled in valuing and modeling physical commodity assets and structured transactions, such as gas or oil storage and pipeline transport, power tolls, transmission, etc.
  • Experience with as many of the following commodities as possible: electricity, congestion markets, natural gas, crude oil, oil products, energy assets, agricultural commodities, structured transactions, shipping.
  • Experience with seasonality in commodities risk models.
  • Strong problem-solving skills.
  • Enjoy working in a collaborative environment and able to communicate complex ideas clearly
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