Senior Quantitative Developer - Commodities
Core
Develop pricing libraries, risk analytics, and trade management frameworks for global commodities (Power, Gas, Oil, LNG, Metals) to support valuation and risk scenarios for institutional investors.
Role type
Senior Quantitative Developer (Commodities)
Builds
Production pricing and risk analytics platforms for multi-asset portfolios
Domain
Financial Services / Commodities & Energy Markets
Deliverable
production ML models | product features
Required skills
Python development, commodities and energy market knowledge, derivatives pricing and risk management, front office development experience, production environment coding, software engineering lifecycle, codebase debugging
Preferred skills
Quant/Quant Developer experience in Commodities/Energy, real-time quoting and risk systems, strongly-typed languages, graph-based technologies (SecDB, Athena, Quartz)
Responsibilities
Develop pricing libraries for Risk and Valuation; Build and maintain frameworks for commodities valuation and trade management; Identify and advocate for new models and design patterns; Write and maintain high-quality code; Produce high-quality documentation
Seniority
Senior, hands-on IC
