We are seeking a highly skilled and motivated Quantitative Engineer with a focus on Commodities Trading, and ideally LNG. You will be part of a small but growing team where you will work directly with the business on complex technology trading problems. You will collaborate with Analysts, Traders and Software Engineers cross-functionally.
KEY RESPONSIBILITIES
- Work closely with the trading desks (traders, originators, structurers and analysts) to acquire in-depth business knowledge, identify their challenges, and capture specific needs.
- Design and build scalable, high-performance end-to-end applications and implement quantitative models for structuring deal evaluations, trading, risk management and portfolio optimization.
- Calibrate models to market data, including curves, volatilities, and correlations; perform back-testing, stress testing, and monitor model performance.
- Implement robust applications to replace Excel-based processes where applicable, to enhance reliability, reduce operational complexity and minimise operational risk.
- Contribute to the development of the shared quantitative platform designed to support all trading desks.
- Utilise cutting-edge technologies, such as cloud computing, to drive improvements in efficiency and productivity for the trading desk.
- Take ownership of the delivery and maintenance of high-quality code and provide prompt, effective support to resolve issues as they arise.
QUALIFICATIONS AND REQUIREMENTS
- Degree educated in either Computer Science, Mathematics, Statistics, Financial Engineering, or a related quantitative field.
- Strong programming skills and advanced proficiency in Python.
- Strong understanding of probability theory and derivative option pricing.
- Experience with front-end frameworks such as Angular or React, and understanding of database management, including SQL or NoSQL systems.
- Experience with Continuous Integration/Continuous Deployment (CI/CD) practices and cloud computing platforms.
- Intellectual curiosity and willingness to learn new models and physical commodity markets.
- Excellent problem-solving skills and a strong attention to detail.
- Prior experience in commodities trading is beneficial but not required.
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