This range is provided by Bonhill Partners. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range
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. Experience 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 environments. Experience with distributed architecture. Experience with database systems and messaging solutions. Seniority level
Executive Employment type
Full-time Industries
Securities and Commodity Exchanges and Oil and Gas We look forward to hearing from you!
#J-18808-Ljbffr
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. Experience 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 environments. Experience with distributed architecture. Experience with database systems and messaging solutions. Seniority level
Executive Employment type
Full-time Industries
Securities and Commodity Exchanges and Oil and Gas We look forward to hearing from you!
#J-18808-Ljbffr
