Commodities Quant – Madrid

Carter Wahlberg
London, GB
On-site

Why this role

Pace
Fast Paced
Collaboration
High
Autonomy
Medium
Decision Impact
Team
Role Level
Individual Contributor

Derived from job-description analysis by Serendipath's career intelligence engine.

What success looks like

  • build quantitative tools, models and analytics focused on commodities
  • support the trading team
Typical background
Master's or PhD level in Mathematics, Physics, Engineering, Computer Science, Statistics

Transferable backgrounds

  • Coming from quantitative finance
  • Coming from commodity trading

Skills & requirements

Required

STEM DegreeMathematical SkillsProgramming ExpertiseCommodity Market Knowledge

Preferred

PythonC++Commodity Derivatives

Stack & domain

PythonC++CalculusLinear AlgebraProbabilityStatisticsStochastic ProcessesCommodity DerivativesPhysical InstrumentsFuturesOptionsSwapsStructured ProductsCommunicationCommoditiesQuantitative ModellingMarket UnderstandingTrading Activity

About the role

Original posting from Carter Wahlberg

Commodities Quant

Madrid

£130,000 – £250,000

Work with top traders in one of the world's most sophisticated trading environments — while based in Madrid.

Here you'll get elite hedge fund exposure and tackle real-world problems with a focus on commodities markets: spreads, seasonality, storage costs, supply/demand dynamics, and the full spectrum of commodity derivatives pricing and structuring. You'll also enjoy London-level salaries, with the lifestyle benefits of being Madrid-based.

And there's plenty of ownership too. Your models, tools and analytics will directly shape trading decisions and influence PnL.

What you'll do

  • Support the trading team by building quantitative tools, models and analytics focused on commodities — covering pricing, risk and trading decisions across physical and derivative instruments including futures, options, swaps and structured products.
  • Act as a technical partner to commodity traders, helping them interpret data, value positions and manage portfolios more effectively. The role bridges quantitative modelling, deep market understanding and real trading activity.
  • A simple way to think about it: the trader decides what to trade, and you build the analytical framework that helps them price it, hedge it and understand the risks — with a focus on commodity-specific dynamics such as seasonality, roll curves, basis risk, storage economics and supply/demand-driven volatility.

What you'll need

  • STEM degree (Mathematics, Physics, Engineering, Computer Science, Statistics) from a top university, ideally Master's or PhD level.
  • Exceptional mathematical skills: proficiency in calculus, linear algebra, probability, statistics and stochastic processes — essential for derivatives pricing, risk modelling and data analysis.
  • Programming expertise: strong in Python (for data/modelling), C++ (for performance-critical tools), or similar; ability to build production-grade quant tools and handle large datasets.
  • Commodity market knowledge: hands-on experience with commodity derivatives and/or physical instruments — futures, options, swaps, spreads; understanding of commodity-specific dynamics such as seasonality, basis, storage and curve structure.
  • Relevant quant/trading support exposure: 2+ years in hedge funds, prop trading, investment banks, commodity trading houses (energy, metals, agriculture) or similar — ideally with direct commodities desk exposure.

About the company

A leading London multi-strategy hedge fund known for quant-driven excellence across strategies. Expanding its commodities investment team now.

Please click the 'Apply' button.

Source: Carter Wahlberg careers

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