Commodities Desk Developer (Quant Focus) - New York

Joined
10/23/24
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Commodities Desk Developer (Quant Focus) - New York

About the Role:

Dive headfirst into the exciting world of commodities trading! We're searching for a skilled and adaptable Desk Developer with a strong quantitative mindset. You'll be embedded within a trading desk – power, gas, or oil – and become a key player in their success. Your mission: to design, develop, and implement Python-powered tools and models that uncover hidden patterns and predict supply and demand imbalances.

Responsibilities:
  • Develop and maintain quantitative models tailored to the specific needs of your assigned trading desk. This includes pricing models, risk management tools, and strategies to identify market imbalances.
  • Collaborate closely with traders to understand their unique requirements and translate them into robust, efficient applications.
  • Design and implement Python-based applications for data analysis, visualization, and reporting, customized for your desk's specific needs.
  • Wrangle big data. Analyze massive datasets of market data, fundamental data, and alternative data sources to uncover valuable insights.
  • Build predictive models for supply and demand analytics, price forecasting, and risk assessment within your assigned commodity market.
  • Harness the power of cloud computing platforms for scalable data processing, model deployment, and application hosting.
  • Stay ahead of the curve. Keep up-to-date with the latest advancements in quantitative finance, commodity markets, and technology.
Qualifications:
  • Strong academic background in a quantitative field such as mathematics, physics, engineering, or computer science.
  • 3-10 years of proven experience in developing and implementing quantitative models, ideally within the financial sector.
  • Expert-level Python skills and proficiency with relevant libraries (NumPy, Pandas, Dask) for data analysis and manipulation, with a strong emphasis on vectorized calculations for optimized performance.
  • Hands-on experience with big data technologies (e.g., Spark, Hadoop) and cloud computing platforms (e.g., AWS, Azure, GCP).
  • Excellent communication and interpersonal skills. You'll need to clearly explain complex technical concepts to traders and collaborate effectively.
  • Strong problem-solving abilities and a proactive, results-oriented mindset.
Bonus Points:
  • Experience with time series analysis, causal inference.
  • Familiarity with trading systems.
  • Knowledge of energy markets.
The interview will be on:
  • Algorithms and Data Structures.
  • Distributed Computing and Dask.
  • Python Fundamentals.
  • Statistics and Time Series.
Comp: $200k Base + Bonus. (historically this has been 1-2 x the base).
 
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