This role requires strong quantitative capability, technical fluency, commercial awareness, and a mindset focused on scalability and execution discipline. You'll be someone with the ability to approach challenges with creativity and enthusiasm; someone who has the courage to take positions advocating change and then deliver.
Regarding domain expertise, you'll understand trends in the index and QIS business, regulation, and what our customers need. You'll also be keen to learn more.
We'll trust you to
Communicate complex quantitative concepts clearly to both technical and non-technical audiences
Design, backtest, and validate multi-asset, risk-premia and QIS methodologies with commodity components
Identify and mitigate backtesting biases (e.g., survivorship bias, look-ahead bias, overfitting)
Source, validate, and map market data inputs across multiple systems, including commodity futures and curve data
Evaluate technical constraints, automation requirements, and scalability early in the ideation process
Partner closely with Engineering to implement and automate indices and strategies efficiently
Work with Sales and clients to refine custom index and QIS requests, including commodity-linked requests, and assess feasibility
Contribute to improving internal tooling and reusable index frameworks
Support documentation and governance processes in line with regulatory standards
You'll need to have
A strong academic background in a quantitative discipline including, but not limited to, Finance, Engineering, Mathematics, Physics, Computer Science, Statistics, or Economics
5+ years of experience in index development, QIS, systematic strategies, quantitative analysis, or a related product development role
Hands-on experience building and validating end-to-end systematic index backtests or quantitative strategy simulations
Strong understanding of the commodities asset class, including futures term structure dynamics, roll yield, and sector-specific characteristics (Energy, Metals, Agriculture), and of how commodities behave within diversified multi-asset portfolios
Strong understanding of multi-asset derivatives and systematic strategy design (e.g., futures, options, swaps), including risk-premia such as carry, trend, and curve
Strong Python proficiency, with experience writing clean, modular, testable code
Ability to independently prototype an index or strategy from an idea, to a validated backtest, to a product specification
