Experience with derivatives pricing and risk analytics
The role involves developing pricing libraries and risk frameworks for global commodities including Power, Gas, Oil, and Metals
Job Summary
The role involves developing pricing libraries and risk frameworks for global commodities including Power, Gas, Oil, and Metals.
Candidates must have strong problem-solving skills and the ability to communicate complex technical concepts to both technical and non-technical audiences.
The company offers a competitive salary range of $179,400.00 - $243,136.45 along with comprehensive benefits including RSUs and flexible work arrangements.
Matching Summary
The role involves developing pricing libraries and risk frameworks for global commodities including Power, Gas, Oil, and Metals.
Salary
Base: $179,400.00 - $243,136.45; Bonus/Equity: RSUs and employee stock purchase plan; Benefits: Health/vision/dental insurance, 401(k) with match, PTO, parental leave
Skills & Requirements
Must-have
3+ years Python development experience
Knowledge of commodities and energy markets
Experience with derivatives pricing and risk analytics
Front office development role experience
Production environment software engineering
Nice-to-have
Commodities or Energy space Quant Developer experience
Real-time quoting and risk systems building
Strongly-typed programming language expertise
Familiarity with SecDB, Athena, or Quartz technologies
Ability to convey technical topics to diverse audiences
Key Requirements
3+ years of Python development experience
Experience in front office development supporting derivatives
Knowledge of market conventions and deal structures