Quantitative Analyst

JCW has partnered with a global investment bank seeking a Quantitative Analyst. This VP-level role focuses on the design, implementation, and maintenance of derivative pricing models and volatility modelling tools used across the firm's global commodities trading business, working closely with traders, structurers, and risk managers to deliver high-performance analytics and model-driven solutions. The ideal candidate is a strong quantitative modeler with hands-on implementation skills who can move comfortably between theoretical model design and production code. You have deep experience in derivatives pricing and volatility modelling, you write clean and scalable C++ and Python, and you understand what it means to deliver and maintain models in a live trading environment. Key Qualifications: Strong experience in derivatives pricing and volatility modelling within a financial institution Proficiency in C++ and Python for numerical computing and model development Experience working within a structured software development environment including source control, continuous integration, testing, and release processes Familiarity with Monte Carlo methods, PDE solvers, and volatility calibration techniques Experience with model documentation and model validation processes Exposure to commodities markets including power, gas, spread options, storage, or structured energy derivatives strongly preferred Based in New York City or Houston #J-18808-Ljbffr JCW Group