945 Trading jobs in the United States
Director, Commodities Trading Risk Strategy, Global Markets

Posted 24 days ago
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Job Description
The **Director, Commodities Trading Risk Strategy** , will lead first-line risk oversight for the Commodities Trading business, spanning energy, metals, carbon, and agricultural products. This role is embedded within Global Markets and plays a critical part in ensuring robust risk governance, strategic oversight, and control enhancement across the commodities platform.
The successful candidate will act as a trusted advisor to trading desks, providing expert guidance on market, credit, operational, and physical/logistics risks. This individual will drive innovation in risk analytics, reporting, and tooling, embedding a strong risk culture and ensuring alignment with the firm's risk appetite and regulatory expectations.
**Key Responsibilities**
+ **Strategic Risk Leadership:** Define and execute the first-line risk strategy for Commodities Trading, ensuring proactive identification and mitigation of key risks.
+ **Risk Analytics & Reporting:** Lead the development of advanced risk reporting, analytics, and tools to enhance transparency and decision-making.
+ **Cross-Functional Collaboration:** Partner with operations, technology, compliance, and second-line risk teams to strengthen governance and control frameworks.
+ **Advisory & Partnership:** Serve as a senior risk partner to trading desks, advising on exposures, complex transactions, and new product initiatives.
+ **Innovation & Change Management:** Drive continuous improvement in risk processes, leveraging technology and data to optimize risk oversight.
**Qualifications**
+ **Education:** Master's degree in Finance, Engineering, Economics, or a quantitative discipline.
+ **Experience:** 10+ years in commodities risk management, trading, or related control functions within a global financial institution or global commodity merchant.
+ **Expertise:** Deep knowledge of physical and financial commodity markets, including logistics, delivery, and operational risk considerations.
+ **Leadership:** Proven ability to influence senior stakeholders, lead cross-functional initiatives, and foster a strong risk culture.
+ **Skills:** Exceptional analytical, communication, and problem-solving capabilities with a track record of driving strategic outcomes.
**Salary:**
**Pay Type:**
Salaried
The above represents BMO Financial Group's pay range and type.
Salaries will vary based on factors such as location, skills, experience, education, and qualifications for the role, and may include a commission structure. Salaries for part-time roles will be pro-rated based on number of hours regularly worked. For commission roles, the salary listed above represents BMO Financial Group's expected target for the first year in this position.
BMO Financial Group's total compensation package will vary based on the pay type of the position and may include performance-based incentives, discretionary bonuses, as well as other perks and rewards. BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans. To view more details of our benefits, please visit: Us**
At BMO we are driven by a shared Purpose: Boldly Grow the Good in business and life. It calls on us to create lasting, positive change for our customers, our communities and our people. By working together, innovating and pushing boundaries, we transform lives and businesses, and power economic growth around the world.
As a member of the BMO team you are valued, respected and heard, and you have more ways to grow and make an impact. We strive to help you make an impact from day one - for yourself and our customers. We'll support you with the tools and resources you need to reach new milestones, as you help our customers reach theirs. From in-depth training and coaching, to manager support and network-building opportunities, we'll help you gain valuable experience, and broaden your skillset.
To find out more visit us at is proud to be an equal employment opportunity employer. We evaluate applicants without regard to race, religion, color, national origin, sex (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender identity, gender expression, transgender status, sexual stereotypes, age, status as a protected veteran, status as an individual with a disability, or any other legally protected characteristics. We also consider applicants with criminal histories, consistent with applicable federal, state and local law.
BMO is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation because of a disability for any part of the employment process, please send an e-mail to and let us know the nature of your request and your contact information.
Note to Recruiters: BMO does not accept unsolicited resumes from any source other than directly from a candidate. Any unsolicited resumes sent to BMO, directly or indirectly, will be considered BMO property. BMO will not pay a fee for any placement resulting from the receipt of an unsolicited resume. A recruiting agency must first have a valid, written and fully executed agency agreement contract for service to submit resumes.
Quantitative Analyst - Derivatives Trading
Posted today
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Job Description
Key Responsibilities:
- Develop, test, and deploy sophisticated pricing models for exotic options, structured products, and other derivatives.
- Implement quantitative trading strategies and algorithms, focusing on speed, accuracy, and performance.
- Perform rigorous statistical analysis of market data to identify trading opportunities and potential risks.
- Design and build tools for real-time risk monitoring and management of derivative portfolios.
- Collaborate with software engineers to integrate quantitative models into trading platforms and data infrastructure.
- Conduct in-depth research into new financial instruments and market behaviors.
- Backtest trading strategies and analyze historical performance to refine models and approaches.
- Communicate complex quantitative concepts clearly to both technical and non-technical stakeholders.
- Contribute to the firm's quantitative research efforts and intellectual property development.
- Ensure compliance with all relevant financial regulations and internal policies.
Required Qualifications:
- Advanced degree (Master's or PhD) in a quantitative field such as Mathematics, Physics, Computer Science, Statistics, or Financial Engineering.
- Proven experience (3+ years) in a quantitative role within investment banking, hedge funds, or proprietary trading firms.
- Strong proficiency in programming languages such as Python, C++, or Java.
- Deep understanding of stochastic calculus, probability theory, and numerical methods.
- Experience with derivatives pricing and hedging techniques (e.g., Black-Scholes, Monte Carlo methods).
- Familiarity with financial markets, particularly equities, fixed income, and FX derivatives.
- Excellent analytical and problem-solving skills, with a keen attention to detail.
- Ability to work effectively under pressure in a fast-paced trading environment.
- Strong communication and presentation skills.
- Experience with large datasets and data analysis tools.
This position offers a competitive compensation package, including a generous bonus structure, and the opportunity to work in a stimulating environment in **Cincinnati, Ohio, US**, with a hybrid work arrangement. Join a team at the forefront of financial innovation.
Senior Quantitative Analyst - Derivatives Trading
Posted today
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Job Description
Location: Miami, Florida, US
Key Responsibilities:
- Develop and maintain sophisticated pricing and risk models for various derivatives.
- Perform rigorous quantitative analysis and statistical modeling.
- Implement and backtest trading strategies using programming languages like C++ and Python.
- Collaborate with traders and portfolio managers to provide quantitative support.
- Contribute to the enhancement of risk management systems and processes.
- Conduct research into new quantitative methodologies and financial instruments.
- Prepare technical documentation and present findings to stakeholders.
- Ensure models adhere to regulatory requirements and best practices.
- Master's or Ph.D. in a quantitative discipline (Mathematics, Physics, Statistics, Financial Engineering, etc.).
- 5+ years of experience as a Quantitative Analyst in investment banking or asset management.
- Proven expertise in derivatives pricing and risk management.
- Strong programming skills in C++, Python, R, or similar languages.
- Deep understanding of financial markets and instruments.
- Excellent analytical, problem-solving, and quantitative modeling abilities.
- Strong communication and interpersonal skills.
- Experience with large datasets and data analysis tools is a plus.
Senior Quantitative Analyst, Derivatives Trading
Posted today
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Job Description
Senior Quantitative Analyst - Derivatives Trading
Posted 13 days ago
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Job Description
Quantitative Analyst (Quant) - Derivatives Trading
Posted 16 days ago
Job Viewed
Job Description
Responsibilities:
- Develop, implement, and maintain pricing models and risk management systems for a variety of derivative products (e.g., options, futures, swaps).
- Conduct in-depth quantitative research to identify new trading opportunities and strategies.
- Collaborate closely with traders, portfolio managers, and technology teams to deploy and refine quantitative models.
- Perform statistical analysis and backtesting of trading strategies.
- Analyze market data to identify trends and anomalies.
- Quantify and hedge complex risks within the trading portfolio.
- Contribute to the development of cutting-edge financial engineering solutions.
- Prepare clear and concise reports on model performance and research findings.
- Stay abreast of regulatory changes and market developments affecting derivative markets.
- Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
- 3+ years of experience in a quantitative role within investment banking, hedge funds, or proprietary trading firms.
- Strong proficiency in programming languages such as Python, C++, or R.
- Deep understanding of stochastic calculus, financial econometrics, and numerical methods.
- Expertise in derivative pricing models (e.g., Black-Scholes, Heston) and risk management techniques (VaR, Greeks).
- Experience with large datasets and statistical modeling tools.
- Excellent analytical, problem-solving, and communication skills.
- Ability to work independently and collaboratively in a fast-paced, remote environment.
- Demonstrated interest and knowledge of financial markets.
- This remote position offers the flexibility to work from anywhere, with primary collaboration with teams in Columbus, Ohio, US .
Quantitative Analyst (Quant) - Derivatives Trading
Posted 16 days ago
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Job Description
Responsibilities:
- Develop and maintain pricing models for various financial derivatives.
- Design and implement risk management systems and tools.
- Create and optimize algorithmic trading strategies.
- Conduct rigorous back-testing and validation of quantitative models.
- Collaborate with traders and portfolio managers to provide quantitative support.
- Analyze market data to identify trends and opportunities.
- Ensure the accuracy and efficiency of trading systems.
- Contribute to the development of new financial products.
- Stay current with market trends and regulatory changes.
- Master's or Ph.D. in Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or a related quantitative field.
- 3+ years of experience in quantitative finance, preferably within a trading environment.
- Expertise in C++, Python, or R programming languages.
- Strong knowledge of stochastic calculus, numerical methods, and financial econometrics.
- Experience with derivatives pricing and risk management.
- Excellent analytical and problem-solving abilities.
- Strong communication and interpersonal skills.
- Ability to work effectively in a fast-paced, team-oriented environment.
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Senior Quantitative Analyst, Derivatives Trading
Posted 16 days ago
Job Viewed
Job Description
Key Responsibilities:
- Develop, implement, and refine complex quantitative models for derivative pricing and risk management.
- Design and backtest trading strategies using historical and real-time market data.
- Collaborate with traders to identify and capitalize on market opportunities.
- Perform quantitative analysis to support trading decisions and risk mitigation.
- Contribute to the development of trading infrastructure and analytical tools.
- Stay current with academic research and industry advancements in quantitative finance.
- Work closely with IT to ensure robust and efficient implementation of models.
- Analyze large datasets to extract actionable insights.
- Communicate complex quantitative concepts to non-technical stakeholders.
- Ensure compliance with regulatory requirements and internal policies.
- Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering.
- Minimum of 5 years of experience in quantitative analysis within investment banking, hedge funds, or proprietary trading firms.
- Expertise in derivatives pricing, risk management, and statistical modeling.
- Strong programming skills in Python, C++, or Java, with experience in high-performance computing.
- Proficiency in data analysis and visualization tools.
- Deep understanding of financial markets and trading strategies.
- Excellent problem-solving and analytical skills.
- Strong communication and presentation abilities.
- Ability to work effectively under pressure in a dynamic trading environment.
Senior Quantitative Analyst, Derivatives Trading
Posted 16 days ago
Job Viewed
Job Description
Your responsibilities will include designing, building, and backtesting pricing models for options, futures, and other complex derivatives. You will perform rigorous risk analysis, including VaR calculations and stress testing, to ensure the firm's trading positions are robust. Developing and maintaining real-time trading and risk management systems, as well as collaborating closely with traders and portfolio managers to understand their needs and provide data-driven insights, will be essential. The successful candidate will have a proven ability to translate complex financial concepts into practical, implementable quantitative solutions. Expertise in languages such as Python, C++, or R, coupled with experience in numerical methods and statistical modeling, is critical. You will also be involved in the research and development of new trading strategies and the continuous improvement of existing analytical tools. This position offers a unique opportunity to work in a fast-paced, intellectually stimulating environment at the forefront of financial innovation. The ability to work effectively under pressure and communicate complex quantitative ideas clearly to both technical and non-technical stakeholders is paramount.
Qualifications:
- Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science, or a related quantitative field.
- Minimum of 5 years of experience in quantitative analysis within the financial services industry, with a focus on derivatives.
- Strong expertise in financial derivatives pricing and hedging models.
- Advanced knowledge of statistical modeling, time series analysis, and machine learning techniques.
- Proficiency in programming languages such as Python, C++, or R.
- Experience with financial data analysis libraries and platforms.
- Solid understanding of risk management principles and practices.
- Excellent analytical, problem-solving, and communication skills.
- Ability to work independently and as part of a collaborative team.
- Experience with large-scale data processing and database technologies is a plus.
Senior Quantitative Analyst - Derivatives Trading
Posted 16 days ago
Job Viewed
Job Description
Key Responsibilities:
- Design, develop, and implement mathematical models for pricing and risk management of complex financial derivatives (options, futures, swaps, etc.).
- Conduct rigorous statistical analysis of market data to identify trading opportunities and risks.
- Develop algorithms for algorithmic trading strategies, focusing on high-frequency and execution optimization.
- Collaborate closely with traders and portfolio managers to understand their needs and translate them into quantitative solutions.
- Implement models in a production environment using languages such as Python, C++, or R.
- Perform back-testing and validation of trading strategies and models.
- Monitor model performance and conduct ongoing research to improve accuracy and efficiency.
- Analyze and report on market volatility, correlations, and other risk factors.
- Stay abreast of regulatory changes and their impact on derivative markets and model requirements.
- Mentor junior quantitative analysts and contribute to the team's knowledge sharing.
- Master's or Ph.D. in Quantitative Finance, Mathematics, Physics, Computer Science, or a related highly quantitative field.
- Minimum of 6 years of experience in quantitative finance, specifically in derivatives modeling and trading.
- In-depth knowledge of stochastic calculus, probability theory, and numerical methods.
- Expertise in pricing and hedging various types of derivatives.
- Strong programming skills in Python (NumPy, SciPy, Pandas) and C++ are essential. Experience with R is a plus.
- Proven experience in developing and implementing trading algorithms.
- Excellent analytical and problem-solving skills, with a meticulous attention to detail.
- Strong understanding of financial markets and trading execution.
- Ability to communicate complex quantitative concepts clearly to both technical and non-technical audiences.
- Experience with large datasets and distributed computing environments is beneficial.