Quantitative Developer Commodities Trading
1 month ago
Join Cititec Talent in our mission to find the best talent for our clients in the commodities markets. We are seeking a highly skilled Senior Quantitative Developer Commodities Trading to join our team.
About the RoleWe are looking for a Senior Quantitative Developer Commodities Trading to build, enhance, test and maintain quantitative models specialized for the needs of trading and risk managers, including derivatives pricing and volatility marking. The ideal candidate will have a strong background in quantitative finance, with expertise in risk management and derivatives pricing.
Key Responsibilities- Develop and implement quantitative models for derivatives pricing and risk management
- Collaborate with trading and risk management teams to design and implement risk management strategies
- Contribute to the development of risk reporting tools and analytics
- Work with cross-functional teams to identify and mitigate potential risks
- Advanced degree in a quantitative field such as Mathematics, Statistics, Financial Engineering, or a related discipline
- At least 5+ years of experience as a commodities quant or strategist or quantitative risk officer, gained in a Hedge Fund, Oil Major, Commodities Trading House or a Bank
- Proven track record in market risk, developing and implementing VaR models, with deep knowledge of the modelling approaches and their strengths/weaknesses
- Expert knowledge of risk and understanding of the application of complex mathematical concepts related to Monte Carlo, options pricing and time series analysis
- Experience in counterparty risk and PFE/XVA frameworks using commodities factor-based approaches and correlation analytics
- Advanced programming skills, ideally in Python
We offer a competitive salary and benefits package, as well as opportunities for professional growth and development. If you are a motivated and experienced quantitative developer looking for a new challenge, please submit your application.
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Quantitative Developer Commodities Trading
1 month ago
London, Greater London, United Kingdom Cititec Talent Full timeSenior Quantitative Developer Commodities TradingJoin Cititec Talent in our mission to empower clients in the energy and commodities markets. As a Senior Quantitative Developer Commodities Trading, you will be part of a team that helps clients navigate complex markets to maximize revenues and minimize risks.Key Responsibilities:Build, enhance, test, and...
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Quantitative Developer Commodities Trading
1 month ago
London, Greater London, United Kingdom Cititec Talent Full timeSenior Quantitative Developer Commodities TradingJoin Cititec Talent in our mission to empower clients in the energy and commodities markets. As a Senior Quantitative Developer Commodities Trading, you will be part of a team that helps clients navigate complex markets to maximize revenues and minimize risks.Key Responsibilities:Build, enhance, test, and...
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