Senior Quantitative Developer - Commodities Trading Jobs in Singapore

    Senior Quantitative Developer – Commodities Trading

    Permanent Yien Quek Email Job
    • Share:

    Details

    • Category Technology
    • Industry Energy & Commodities
    • Function Application & Software Development
    • Consultant Yien Quek
    • License No 16S8060
    • Registration No R1109830
    • Job Ref No 24210
    • Salary Above S$250,000

    Description

    A global commodities trading house is looking to assemble a strong Quant Technology team to develop and build their next generation in-house analytics and trader support tools. They are looking for an experienced Quant Developer to develop and maintain the in-house pricing libraries to support trading Cross-Commodities.

    Responsibilities :

    • Develop pre-trade analysis tools and risk analytics for the in-house pricing library.
    • The candidate will play a significant part in building the Commodity quant library from scratch.

    Requirements :

    • Previous experience with developing Commodity pricing models
    • Extensive experience with the energy market (both Asia, US and European) : oil, gas, power, Bulk
    • Best practices methodology to build commodity curves
    • Best practices methodology to model and build commodity vol surfaces
    • Prior experience with: Vol surfaces, Asian Options, Crack (Gas & Brent)
    • Knowledge of other asset classes, including Interest Rate, FX is a plus.
    • Strong analytical and mathematical skills
    • Strong problem solving capabilities
    • Solid communication skills
    • Able to work independently in a fast-paced environment.
    • Detail oriented, organized, demonstrating thoroughness and strong ownership of work

    Qualifications and Prior Experience:

    • BS/MS/PhD degree in Mathematics, Statistics, Physics, Computer Science or another related field
    • At least 8 years of experience in a Quant role within a commodities trading environment
    • Substantial modern C++, R, Python programming experience

    To Apply

    For interested candidates, please send your CV to yq@kerryconsulting.com. We regret that only shortlisted candidates will be notified.

    Registration No: R1109830

    Licence No: 16S8060