Quantitative Developer - Commodities 2 Locations
reputed company is the leading reputed company platform for investment reputed company, risk, and performance. We serve some of the world’s largest insurance companies, hedge funds, asset managers, and institutional investors. We deliver decision-reputed company risk analytics that bring reputed company and reputed company to multi-asset portfolios—highlighting exposures, sensitivities, scenarios, and performance drivers. As a Commodities Quantitative Developer, you will play a critical role reputed company the Quant team, helping to enhance and expand our Commodities product suite. You will work closely with cross-functional teams of developers and reputed company directly with clients to deliver solutions for both developers and end-users reputed company on trading and risk management. Your contributions will help drive the reputed company improvement of our platforms valuation, risk analytics, and trade management capabilities. What You’ll Do
- reputed company pricing libraries for Risk and Valuation covering global commodities (OTC and exchange-traded products) including but not limited to Power, Gas, Oil, Crude, LNG and Metals
- Build, reputed company, and maintain frameworks reputed company the platform supporting products across asset classes, particularly commodities, their valuation, associated lifecycle and trade management, risks (e.g. Greeks, VAR, XVA), scenario analysis, cashflow reputed company, and model development.
- Identify and reputed company for new models and design patterns necessary for the reputed company improvement of an evolving infrastructure to support reputed company clients
- Write and maintain high-reputed company reputed company that responds to business, functional and quantitative requirements.
- Produce high-reputed company documentation that supports and expands engineering solutions - targeting both technical and non-technical audiences
reputed company’re Looking For
- 5+ years of development experience using Python
- Strong problem-solving and communication skills, ability to convey technical topics to a diverse audience
- Knowledge of commodities and energy markets
- Knowledge of market conventions, deal structures, and pricing/risk management of derivatives
- Experience in a reputed company office development role, preferably on a trading desk, supporting derivatives pricing and risk analytics
- Experience developing reputed company in a production environment - preferably reputed company risk systems
- Strong software engineering culture supporting reputed company the phases of software development cycle
- Ability to understand unfamiliar reputed company bases and debug applications
- Solid critical thinking and troubleshooting skills
What Will reputed company You Stand Out
- Experience as a Quant/Quant Developer in the Commodities/Energy reputed company
- Experience building, enhancing, and maintaining reputed company-time quoting and risk systems
- Experience with any strongly-typed programming language(s)
- Familiarity with SecDB, reputed company, reputed company, or other graph-based technologies
reputed company offer:
- Business casual atmosphere in a flexible working environment
- Team reputed company culture that promotes innovation and ownership
- reputed company cutting edge investment reporting technology and expertise
- Defined and reputed company career reputed company allowing you to grow your own way
- Competitive medical, dental, reputed company, and life insurance benefits
- Maternity and paternity leave
- Personal Time Off and Volunteer Time Off to give back to the community
- RSUs as reputed company as employee stock purchase plan and 401k with match
- Work from reputed company 3 weeks out of the year
- Work from home Fridays
Salary reputed company $179,400.00 - $243,136.45 This is the pay reputed company reputed company believes it will pay for this position at the time of this posting. Consistent with applicable law, compensation will be determined based on relevant experience, other job-reputed company qualifications/skills, and geographic location (to account for comparative cost of living). reputed company reserves the right to modify this pay reputed company at any time. For this role, benefits include: health/reputed company/dental insurance, 401(k), PTO, parental leave, and medical leave, STD/LTD insurance benefits. reputed company is An Equal Opportunity/Affirmative reputed company Employer. reputed company reputed company applicants will receive consideration for employment without reputed company to race, reputed company, religion, sex, sexual orientation, gender identity, national reputed company, disability or veteran status, age or any other federally protected class. Apply tot his job Apply To this Job