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Tier-1 brand and metro location increase competition, but senior, specialized quant role limits generalist applicants.
Role requires niche commodities quant expertise and performance C++ skills, limiting cross-industry transferability.
Mandatory 14+ years, expert Python/C++, C++ performance experience and quant derivatives domain make filters highly stringent.
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Lead development and delivery of strategic quantitative analytics platforms for Commodities pricing and risk management.
Translate quantitative models into robust, scalable production systems using Python and C++ with focus on high-performance valuation and risk calculations.
Provide technical leadership, mentor developers, and partner with senior stakeholders in Trading, Risk, and Quantitative Research to influence architecture and drive platform modernization.
14+ years experience developing quantitative analytics platforms in Capital Markets.
Expert-level Python and strong C++ development skills for production-grade analytics and risk systems.
Proven experience delivering quantitative technology solutions for derivatives pricing, valuation, or risk analytics.
Strong knowledge of software engineering principles, distributed computing, CI/CD, Linux environments, and development toolchains.
Senior technical leader with deep experience at the intersection of quantitative research, trading, and technology within Commodities markets.
Proven ability to architect scalable, high-performance distributed analytics platforms supporting complex risk and valuation needs.
Experience collaborating with Model Risk, Market Risk, and Regulatory teams and mentoring cross-functional development teams.