Quantitative Strategist – Commodities - Vice President
Core
Build and shape a new team delivering pricing, risk, and P&L analytics for power and related energy products within the Kannon strategic platform.
Role type
Vice President, Quantitative Strategist (Commodities/Energy)
Builds
Scalable analytics and platform solutions for front-office trading
Domain
Investment Banking / Energy Markets (US Power)
Deliverable
production ML models | product features | dashboards & analysis
Required skills
US Power derivative products expertise, C++ programming, Python programming, front-office application delivery, quantitative modeling, pricing frameworks, risk management, volatility surface construction, calibration techniques
Preferred skills
Managing multiple priorities, explaining complex concepts, collaborative mindset, problem-solving, adaptability
Technologies
C++, Python, Kannon
Responsibilities
Partner with trading teams to resolve daily risk, valuation, and P&L issues; Design, develop, and implement enhancements to Kannon; Collaborate with cross-functional teams to define and deliver scalable analytics; Optimize and maintain existing codebases; Build and establish a high-performing commodities quantitative team
Seniority
Vice President, hands-on IC with team leadership