Head of Quantitative Engineering (Commodities)
Location: London (Victoria), Hybrid.
Required Experience:
1. Strong experience in Commodities with a focus on energy derivatives pricing models, design and development of pricing libraries and infrastructure.
2. Leadership experience.
3. Experience as a quant analyst or quant developer within a front office environment.
4. Commodity pricing model development experience.
5. Experience interacting with an ETRM / Trade repository building and caching a trade representation for multiple access.
6. Option pricing theory and associated numerical methods (Monte Carlo).
7. Knowledge of numerical optimization methods.
Required Tech Skills:
1. Strong C++ experience
2. Python in financial applications.
3. Working experience with API and backend services deployed to cloud-based environment.
4. Experience with distributed architecture.
5. Experience with database systems and messaging solutions.
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