Commodities Quantitative Developer
Hybrid
Core
Develop, enhance, and test pricing models and quantitative libraries for power and natural gas products, derivatives, and structured commodity transactions.
Role type
Senior IC quantitative developer (commodities/energy)
Builds
Production-grade pricing, valuation, and risk applications for traders and risk teams
Domain
Energy trading (power, gas, crude oil, refined products)
Deliverable
production ML models
Required skills
Stochastic calculus, option pricing, embedded optionality, Python, C#, C++, Java, mathematical finance, back-testing, model calibration
Preferred skills
Pricing and structuring complex power/gas transactions (exotic options, bespoke structures), energy/commodities background
Technologies
C#, Java, Python, C++