Junior C++ Quant Developer - Commodities- Global Hedge Fund
Core
Develop commodities quantitative models for derivatives, including risk metrics (Greeks), risk projections, forward curve/volatility surface construction, and Value at Risk (VaR) modeling.
Role type
Junior C++ Quant Developer
Builds
Quantitative analysis models for derivatives
Domain
Commodities markets (energy, ags, softs, base metals) and financial risk
Deliverable
production ML models
Required skills
Modern C++ (C++17+), quantitative analysis, risk modeling, timeseries data handling, Python prototyping
Preferred skills
Commodities asset class familiarity, risk model research experience
Technologies
C++, Python
Responsibilities
Research and develop commodities quantitative models, calculate and aggregate raw risk metrics, construct forward curves and volatility surfaces, model Value at Risk (VaR), handle timeseries data for price and volatility scenarios
Seniority
Junior, 1-3 years post-graduation