Onsite Quantitative Developer – Commodities

Posted last month

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About the role

  • Commodities Quantitative Developer enhancing Clearwater Analytics' commodity product suite by developing pricing libraries and maintaining frameworks across asset classes. Collaborating with technical teams and clients on risk management solutions.

Responsibilities

  • Develop pricing libraries for Risk and Valuation covering global commodities (OTC and exchange-traded products) including but not limited to Power, Gas, Oil, Crude, LNG and Metals
  • Build, extend, and maintain frameworks within the platform supporting products across asset classes, particularly commodities, their valuation, associated lifecycle and trade management, risks (e.g. Greeks, VAR, XVA), scenario analysis, cashflow generation, and model development.
  • Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients
  • Write and maintain high-quality code that responds to business, functional and quantitative requirements.
  • Produce high-quality documentation that supports and expands engineering solutions - targeting both technical and non-technical audiences

Requirements

  • 5+ years of development experience using Python
  • Strong problem-solving and communication skills, ability to convey technical topics to a diverse audience
  • Knowledge of commodities and energy markets
  • Knowledge of market conventions, deal structures, and pricing/risk management of derivatives
  • Experience in a front office development role, preferably on a trading desk, supporting derivatives pricing and risk analytics
  • Experience developing code in a production environment - preferably enterprise risk systems
  • Strong software engineering culture supporting all the phases of software development cycle
  • Ability to understand unfamiliar code bases and debug applications
  • Solid critical thinking and troubleshooting skills

Benefits

  • Competitive medical, dental, vision, and life insurance benefits
  • Maternity and paternity leave
  • Personal Time Off and Volunteer Time Off to give back to the community
  • RSUs as well as employee stock purchase plan and 401k with match
  • Work from anywhere 3 weeks out of the year
  • Work from home Fridays

Job title

Quantitative Developer – Commodities

Job type

Experience level

Mid levelSenior

Salary

$179,400 - $243,136 per year

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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