Senior Pricing Quant / Developer / Analyst - Commodities Risk & Pricing- Leading Global Hedge Fund
Core
Design and implement core vanilla pricing models and own risk and pricing libraries for commodities to underpin PnL and risk.
Role type
Senior front-office quantitative developer (commodities)
Builds
Core vanilla pricing models and firm-wide risk/pricing libraries
Domain
Financial services, commodities, quantitative finance
Deliverable
production ML models
Required skills
C++, Python, quantitative modeling, OTC product development, risk management, stakeholder management
Preferred skills
Commodities experience, PhD in Mathematics or quantitative field
Technologies
C++, Python
Responsibilities
Build and maintain core vanilla pricing models for commodities, Own risk and pricing libraries used firm-wide, Partner with trading and structuring teams on live transactions, Ensure models are robust, accurate, and production-ready
Seniority
Senior, hands-on IC