Quantitative Strategist – Commodities

U.S. Bank

Quantitative Strategist developing pricing, risk, and analytics models for commodity derivatives. Collaborating with trading, risk, and technology teams at U.S.

Posted 7/2/2026full-timeCharlotte • New York, North Carolina • 🇺🇸 United StatesMid-LevelSenior💰 $126,820 - $149,200 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Expertise in quantitative modeling and pricing strategies for commodity derivatives, with strong proficiency in mathematical finance and programming. Ability to collaborate effectively with cross-functional teams to support risk analytics and regulatory compliance.

Highest-signal resume keywords

Ph.D. In Mathematics, Physics, EngineeringQuantitative ModelingC++ ProgrammingPython ProgrammingMathematical Finance

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Applicant Tracking System Keywords

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Hard Skills

No-Arbitrage PricingRates Modeling TechniquesTrading Strategy SimulationFutures And Forward Price Curve MethodologiesPricing Models For Commodity OptionsRisk AnalyticsStochastic CalculusNeural-Network ModelingMachine Learning MethodologiesModel Validation

Soft Skills

Written CommunicationVerbal CommunicationCollaboration

Tools & Technologies

Fixed Income Analytics PlatformRisk Systems

Industry Keywords

Commodity DerivativesCrude OilNatural GasMetalsElectricity Power MarketsExchange-Traded FuturesOptions ProductsRegulatory Examinations

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

Support research on commodities markets and develop practical understanding of no-arbitrage pricing and rates modeling techniques under the guidance of senior team leadership.
Develop quantitative models and simulate trading strategies for commodity derivatives products.
Develop futures and forward price curve methodologies for commodity derivatives across crude oil, natural gas, metals, and electricity power markets.
Develop pricing models for commodity Asian options, basket options, electricity power forward agreements, precious metals products, and metal leasing agreements.
Value exchange-traded futures and options products and support associated pricing and risk analytics.
Participate in the development of the Fixed Income Analytics Platform and support the integration of quantitative models into risk systems.
Collaborate with Model Validation and Risk Oversight teams throughout model approval and post-approval monitoring processes, and support activities required for regulatory examinations.
Partner with Technology teams in the integration, testing, and implementation of proprietary pricing and risk models.

Requirements

What you’ll need

Ph.D. in Mathematics, Physics, Engineering, or a related quantitative discipline.
Strong knowledge of mathematical finance, stochastic calculus, neural-network modeling, and machine learning methodologies.
One to three years of experience as a front-office quantitative strategist at a major financial institution.
Strong programming skills in C++ and Python.
Demonstrated ability to work effectively with trading, risk, technology, and governance partners in support of front-office quantitative modeling and analytics objectives.
Strong written and verbal communication skills are required.

Benefits

Comp & perks

Healthcare (medical, dental, vision)
Basic term and optional term life insurance
Short-term and long-term disability
Pregnancy disability and parental leave
401(k) and employer-funded retirement plan
Paid vacation (from two to five weeks depending on salary grade and tenure)
Up to 11 paid holiday opportunities
Adoption assistance
Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law