Quant Technology Engineer Commodities Risk
Join a high-performing Quant Technology team modernizing commodity risk platforms. You will migrate legacy SAS-based risk models to Python build scalable Databricks-based frameworks and develop distributed risk analytics supporting the risk team.
Responsibilities
- Build and scale Python/PySpark risk models in Databricks (VaR PFE scenarios)
- Develop high-availability distributed systems and microservices
- Support valuation and risk analytics for commodity products (power gas oil)
- Apply modern design patterns to continuously improve risk infrastructure
- Write high-quality well-documented production code
Requirements
- Experience in front-office or middle-office development preferably supporting commodity trading desks and derivatives risk analytics
- Strong understanding of derivatives pricing risk management and market conventions
- 5 years of hands-on Python experience developing production-grade risk models and analytics with deep proficiency in Pandas NumPy and linear-algebra-based computations for numerical and time-series analysis
- Hands-on experience scaling risk models in Databricks using PySpark for distributed risk calculations
- Experience with AI-assisted coding tools
- Solid understanding of distributed computing concepts including data partitioning parallel execution and performance optimization
- Strong software engineering discipline across the full SDLC
- Ability to quickly understand unfamiliar codebases and debug complex applications
- Solid critical thinking and troubleshooting skills
What Will Make You Stand Out
- Quant or Quant Dev experience in Commodities/Energy
- Familiarity with modern data stacks
- Experience with strongly typed languages CTRM systems and SAS
Quant Technology Engineer Commodities Risk Join a high-performing Quant Technology team modernizing commodity risk platforms. You will migrate legacy SAS-based risk models to Python build scalable Databricks-based frameworks and develop distributed risk analytics supporting the risk team. Responsib...
Quant Technology Engineer Commodities Risk
Join a high-performing Quant Technology team modernizing commodity risk platforms. You will migrate legacy SAS-based risk models to Python build scalable Databricks-based frameworks and develop distributed risk analytics supporting the risk team.
Responsibilities
- Build and scale Python/PySpark risk models in Databricks (VaR PFE scenarios)
- Develop high-availability distributed systems and microservices
- Support valuation and risk analytics for commodity products (power gas oil)
- Apply modern design patterns to continuously improve risk infrastructure
- Write high-quality well-documented production code
Requirements
- Experience in front-office or middle-office development preferably supporting commodity trading desks and derivatives risk analytics
- Strong understanding of derivatives pricing risk management and market conventions
- 5 years of hands-on Python experience developing production-grade risk models and analytics with deep proficiency in Pandas NumPy and linear-algebra-based computations for numerical and time-series analysis
- Hands-on experience scaling risk models in Databricks using PySpark for distributed risk calculations
- Experience with AI-assisted coding tools
- Solid understanding of distributed computing concepts including data partitioning parallel execution and performance optimization
- Strong software engineering discipline across the full SDLC
- Ability to quickly understand unfamiliar codebases and debug complex applications
- Solid critical thinking and troubleshooting skills
What Will Make You Stand Out
- Quant or Quant Dev experience in Commodities/Energy
- Familiarity with modern data stacks
- Experience with strongly typed languages CTRM systems and SAS
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