VP/Director, Quantitative Analyst - Commodities Quantitative Strategies and Data Group
Tasks
- Build scalable model pricing code
- Collaborate with traders and risk managers
- Continuously improve analytics platform
- Develop pricing models
- Develop volatility modeling tools
- Document models for governance and regulatory requirements
- Implement risk models
- Maintain derivative pricing models
- Modernize analytics infrastructure
- Provide day to day analytics
- Support model validation lifecycle
- Support risk analytics and trading needs
- Write production code in C plus plus and Python
Perks/Benefits
Skills/Tech-stack
C plus plus | Code control | Continuous integration | Derivative pricing | Model Validation | Monte Carlo | Monte Carlo Methods | Numerical computing | PDE solvers | Python | Release Management | Risk Analytics | Source Code | Source Code Control | Testing | Volatility Calibration | Volatility modeling
Education
Roles
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