Market Data Quant Analyst (Commodities)

Overview

Our client, a leading commodities trading organisation, is seeking a Market Data Quant Analyst to join its front-office trading environment. The role will support the valuation and pricing of physical and financial energy positions through the construction and maintenance of forward curves and pricing models derived from market data sources.

Working closely with trading teams, the successful consultant will be responsible for transforming market data into robust pricing curves used in P&L, valuation and risk processes. The position combines commodities market knowledge, quantitative analysis and Python development within a fast-paced trading environment.

This opportunity would suit an individual with experience in commodities market data, pricing analytics, valuation or quantitative support functions within energy trading organisations.

Key Responsibilities

• Build, maintain and enhance forward price curves used for the valuation of commodity positions.
  

• Source, analyse and validate market data from Bloomberg and other market data providers.
  

• Develop and maintain pricing methodologies used to support daily P&L and valuation processes.
  

• Work closely with traders and front-office stakeholders to resolve pricing and market data issues.
  

• Investigate pricing discrepancies and market data anomalies.
  

• Develop Python tools and automation to improve curve construction, pricing and data quality processes.
  

• Contribute to the ongoing enhancement of market data and pricing infrastructure.
  

• Support the production of accurate pricing data used within valuation, P&L and risk processes.
  

• Collaborate with quantitative, trading and technology teams on process improvements and new requirements.
  

Required Experience

• Experience within a commodities trading environment.
  

• Knowledge of oil, energy or LNG markets.
  

• Experience working with market data providers such as Bloomberg.
  

• Strong understanding of forward curves, futures markets and commodity pricing.
  

• Experience supporting valuation, pricing or P&L processes.
  

• Strong Python programming skills, including experience developing analytical tools and automating market data and pricing processes.
  

• Experience using Python libraries such as Pandas and NumPy.
  

• Strong analytical and problem-solving skills.
  

• Ability to work directly with front-office users in a fast-moving trading environment.
  

Desirable Experience

• Exposure to crude oil, refined products, gas or LNG markets.
  

• Experience with curve construction and pricing methodologies.
  

• SQL experience.
  

• Understanding of mark-to-market valuation concepts.
  

• Experience within trading houses, energy companies or commodity-focused financial institutions.
  

Personal Attributes

• Commercially minded and comfortable operating within a front-office environment.
  

• Proactive and able to work independently.
  

• Strong attention to detail.
  

• Comfortable challenging existing processes and identifying improvements.
  

• Collaborative approach with traders, quants and technology teams.
  

• Able to thrive in a fast-paced and demanding environment.
  

• Willing to take ownership and operate effectively within a demanding, results-oriented trading environment.
  

Suitable Backgrounds

Candidates may currently hold titles such as:

• Market Data Quant Analyst
  

• Commodities Pricing Analyst
  

• Commodities Quant Analyst
  

• Market Data Analyst (Commodities)
  

• Pricing & Valuation Analyst
  

• Front Office Quant Analyst
  

• Commodities Market Data Specialist
  

• Energy Quant Analyst
  

• Quant Developer (Commodities)
  

About the Opportunity

This is an opportunity to join a highly regarded commodities trading business operating in global energy markets. The role offers exposure to front-office trading teams, quantitative pricing challenges and the development of market data and pricing solutions that directly support commercial trading activity and daily P&L.