Portfolio Pricing and Valuations Strats Analyst
Core
Advance real-time pricing, valuations, risk, and P&L infrastructure to support global commodities trading.
Role type
Senior IC quantitative analyst (commodities pricing)
Builds
Intraday and EOD risk/P&L systems, volatility surface models, forward curve calibration tools
Domain
Commodities trading (Energy: Natgas/Power/Crude) + Quantitative Finance
Deliverable
production ML models
Required skills
Python, Pandas, SQL, volatility surface modeling, options portfolio pricing, forward curve calibration, commodities derivatives expertise, math finance
Preferred skills
AI toolkits proficiency, new pricing methodology design
Responsibilities
Maintain intraday and EOD risk/P&L production processes, automate pricing workflows, model volatility surfaces, calibrate forward curves, design new pricing methodologies, collaborate with PMs/Quant/Risk/Tech teams
Seniority
Mid-Senior, hands-on IC