QUANT ANALYST/DEVELOPER needed at one our PMS/Analytics clients! Fully remote anywhere on the east coast or mid west, with a preference for the NYC area. $200k - $250k base plus strong performance bonus. Must have 3+ years of experience as a quant analyst or developer in commodities and expertise in both C++ and Python.
This role sits within our client's Product Analytics team and carries responsibility for expanding and maintaining quantitative capabilities across commodities.
Role and responsibilities:
The successful candidate will join the Product Analytics team and is expected to contribute to the development and enhancement of new and existing models/analytics in the core Quant Analytics library (written in C++). Furthermore, the individual is expected to develop and enhance existing tools written in Python.
The individual will play a key role in expanding the firm's quantitative capabilities in Commodities, with a focus on building out coverage in power, emissions and agricultural/soft commodities, while enhancing their existing Energy and Metals models to incorporate crack spreads, swaps, and Asian/averaging options.
Alongside this development work, the role involves providing ongoing client support across all asset classes, with particular depth in commodities. The role is also responsible for maintaining and improving their existing BAU systems and processes.
The position represents an exciting opportunity to work closely with technical portfolio managers in a market focused quant group.
Requirements:
• 3+ years professional experience as a Quantitative Analyst in Commodities, with a solid track record of delivery.
• Commodities modelling experience; including expertise in some of the following products: agricultural, power, oil, gas, base/precious metals or emissions.
• Experience working with and supporting the front-office (portfolio managers/traders).
• Higher degree, e.g. MSc, PhD in a quantitative discipline.
• Experience in another asset class, e.g. Equities, FX, Rates or Credit would be an added bonus
• Expertise in C++ and Python
• Experience with C#, SQL and advanced Excel would also be desirable