Commodities Fundamentals Modelling Expert
2 weeks ago
At Millennium Management, we are seeking a skilled Commodities Fundamentals Modelling Lead to join our Quant Technology team. This dynamic and fast-paced environment offers excellent growth opportunities, and you will be part of a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business.
Key Responsibilities:
- Design and develop data science-inspired models for forecasting commodities fundamentals, including power and natural gas demand, production capacities, inventory levels, pipeline and transmission line congestion, refinery outages, and more.
- Oversee and mentor junior fundamentals analysts, providing guidance on statistical and causal model types, such as regressions, time series analysis, and supply-demand balancing models.
Requirements:
- A minimum of 5 years of experience with modelling commodities fundamentals in areas like European power and gas, US power and gas, global oil, or ags and softs.
- An intimate knowledge of data handling, cleaning, and organisation, including familiarity with data sources and providers for temperature, load, rainfall, and other related inputs.
- Practical knowledge of Python and associated tool stacks for data science is essential.
- Previous experience leading or supervising a team is beneficial, and knowledge of valuation, pricing, and derivatives models is useful but not required.
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London, Greater London, United Kingdom Millennium Management Full timeCommodities Modelling LeadMillennium Management is a leading global hedge fund that leverages cutting-edge technology and data science to drive innovation and solve complex problems. We are building a strong Quant Technology team to develop and maintain in-house analytics and trader support tools, and we are seeking a skilled Commodities Modelling Lead to...
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