> Markdown version of [/jobs/ext/1752532-vp-director-quantitative-analyst-commodities-quantitative-strategies-and-data-group](https://www.wearedevelopers.com/jobs/ext/1752532-vp-director-quantitative-analyst-commodities-quantitative-strategies-and-data-group). Every page supports `.md` or `Accept: text/markdown`. Links point to the HTML versions so they work for humans too. Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # VP/Director, Quantitative Analyst - Commodities Quantitative Strategies and Data Group - **Company:** Bank of America - **Location:** Houston, TX, United States - **Salary:** $100,000.0 - $300,000.0 - **Contract:** Permanent contract - **Skills:** Computing Platforms, C++ (Programming Language), Continuous Integration, Integrated Development Environments, Python (Programming Language), Monte Carlo Methods, Software Engineering, Model-Driven Development, Model Validation, Numerical Computing, Build Management, Information Technology, Production Code, Software Version Control - **Published:** July 16, 2026 - **Apply:** https://ghr.wd1.myworkdayjobs.com/Lateral-US/job/Houston/VP-Director--Quantitative-Analyst---Commodities-Quantitative-Strategies-and-Data-Group_26024462-1 ## About the Role We are seeking a talented and driven Quantitative Analyst to join our Commodities Quantitative Strategies and Data Group (QSDG). This mid-to-senior level role focuses on the design, implementation, and maintenance of cutting-edge derivative pricing models and volatility modelling tools used across our global commodities trading business. The ideal candidate will have a strong background in quantitative finance, robust software development skills in both C++ and Python, and prior experience working on derivatives pricing models. Experience in commodities is preferred, with particular interest in candidates who have worked on gas and power products, energy derivatives, volatility modelling, or complex physical/financial commodity products. Candidates from FX, equities, rates or other asset classes with strong derivatives pricing and volatility modelling experience will also be considered. Given the nature of the role, we are especially interested in candidates who can combine strong modelling intuition with hands-on implementation skills, including the ability to develop and support pricing models and analytics library in production., * Advanced degree (MSc/PhD) in a quantitative discipline such as Mathematics, Physics, Computer Science, Financial Engineering, or related quantitative field. * Experience in a quantitative analytics or quantitative development role within a financial institution or a relevant industry. * Strong experience in pricing and modelling derivatives, preferably in commodities, but FX, equities, or other complex products also considered. * Solid knowledge of volatility modelling techniques and derivative pricing theory. * Proficiency in C++ and Python for numerical computing and model development. * Knowledge of working within a structured software development environment. Use of source code control systems, continuous integration environments, testing, release processes, etc. * Excellent problem-solving skills, attention to detail, and strong communication abilities. * Experience with model documentation and familiarity with model validation processes is a strong plus. Preferred Skills: * Exposure to commodities markets (including, but not limited to power markets, gas and power products, power options, structured power products, heat-rate products, storage, transmission, weather-linked products, or other energy derivatives). * Familiarity with Monte Carlo methods, PDE solvers, and volatility calibration techniques. ## Description * Develop, implement, and maintain pricing and risk models for a wide range of commodities derivatives. * Work on pricing models for commodities products, with potential focus areas including power, gas, spread options, storage, structured products, and other non-standard commodity derivatives. * Design and build scalable model pricing code and quantitative software platforms that support risk analytics and trading needs. * Work closely with traders, structurers, and risk managers to deliver high-performance analytics and model-driven tools. * Write high-quality production code in C++ and Python, and contribute to the ongoing modernization of the analytics infrastructure. * Write comprehensive model documentation to support internal governance and regulatory requirements. * Collaborate with model validation and risk control teams throughout the model approval lifecycle. * Support day-to-day analytics needs and participate in the continuous improvement of the platform. ## Related Videos - [Designing the Future of Human<>Agent Collaboration](https://www.wearedevelopers.com/videos/1447-designing-the-future-of-human-agent-collaboration) - [Introduction to Responsible AI: Balancing Value and Risk](https://www.wearedevelopers.com/videos/1972-introduction-to-responsible-ai-balancing-value-and-risk) - [Answering the Million Dollar Question: Why did I Break Production?](https://www.wearedevelopers.com/videos/1171-answering-the-million-dollar-question-why-did-i-break-production) - [Microservices architecture as a key element in building trading systems for global finance markets](https://www.wearedevelopers.com/videos/1196-microservices-architecture-as-a-key-element-in-building-trading-systems-for-global-finance-markets) - [Dirty Tests And How To Clean Them](https://www.wearedevelopers.com/videos/515-dirty-tests-and-how-to-clean-them) - [Quantum computing for developers: Solving optimization problems with Qiskit](https://www.wearedevelopers.com/videos/777-quantum-computing-for-developers-solving-optimization-problems-with-qiskit) ## Related Articles - [Data Analyst Salary in the UK](https://www.wearedevelopers.com/magazine/278-data-analyst-salary-in-the-uk) - [Data Analyst Salary in Switzerland](https://www.wearedevelopers.com/magazine/276-data-analyst-salary-in-switzerland) - [Highest Paying Tech Companies for Developers](https://www.wearedevelopers.com/magazine/220-highest-paying-tech-companies-for-developers) - [The Fastest-Growing Tech Sectors to Look Out for in 2025](https://www.wearedevelopers.com/magazine/373-the-fastest-growing-tech-sectors-to-look-out-for-in-2025) - [7 Cloud Computing Trends Coming in 2025 for Developers](https://www.wearedevelopers.com/magazine/412-7-cloud-computing-trends-coming-in-2025-for-developers) - [The Biggest German Tech Companies](https://www.wearedevelopers.com/magazine/424-the-biggest-german-tech-companies)