Head of Quantitative Engineering Commodities - eFinancialCareers : Job Details

We're currently supporting a Commodities Trading firm in their search for a Head of Quantitative Engineering. You would be responsible for several teams, covering analysis, development, engineering, validation and quality assurance. Required Experience:

• Strong experience in Commodities with a focus on energy derivatives pricing models, design and development of pricing libraries and infrastructure.
• Leadership experience.
• Experience on as a quant analyst or quant developer within a front office environment 
• Commodity pricing model development experience.
• Experience interacting with an ETRM / Trade repository building and caching a trade representation for multiple access.
• Option pricing theory and associated numerical methods (Monte Carlo).
• Knowledge of numerical optimization methods.

Required Tech Skills:

• Strong C++ experience 
• Python in financial applications
• Working experience with API and backend services deployed to cloud based environment
• Experience with distributed architecture
• Experience with database systems and messaging solutions

We look forward to hearing from you!