Commodities Quantitative Analyst (AVP)
Core
Develop and enhance analytics libraries and quantitative models for pricing and risk management of commodity derivatives.
Role type
Senior IC quantitative analyst (commodities)
Builds
Pricing and risk management analytics libraries for commodity derivatives
Domain
Financial services / Commodities markets
Deliverable
production ML models
Required skills
C++, Python, mathematical finance, statistical methodologies, probability theory, numerical schemes, software design principles
Preferred skills
Commodities markets experience, Financial Engineering background
Technologies
C++, Python, JavaScript, React
Responsibilities
Design and test quantitative models for trading; Collaborate with traders and sales to deliver tailored solutions; Work with control functions for model governance; Develop analytics libraries for pricing and risk management
Seniority
Senior, hands-on IC