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5 часов назад

Senior Quantitative Developer (Commodities)

179 000 - 243 000$
Формат работы
onsite
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Senior Quantitative Developer (Commodities) (Python/Derivatives): Developing pricing libraries and risk analytics for global OTC and exchange-traded commodities with an accent on valuation, lifecycle management, and quantitative model development. Focus on building commodity pricing and risk systems, supporting trading and risk management workflows, and solving complex challenges across Greeks, VaR, XVA, scenario analysis, and cashflow generation.

Location: Office - New York, United States

Salary: $179,000–$243,000 annually

Company

hirify.global provides a SaaS platform for investment accounting, risk, and performance analytics for insurance companies, hedge funds, asset managers, and institutional investors.

What you will do

  • Develop pricing libraries for OTC and exchange-traded commodities, including power, gas, oil, crude, LNG, and metals.
  • Build and maintain platform frameworks for commodity valuation, product lifecycles, trade management, and cross-asset support.
  • Develop risk capabilities covering Greeks, VaR, XVA, scenario analysis, cashflow generation, and quantitative models.
  • Identify new models and design patterns to improve the platform infrastructure for clients.
  • Write production-quality code and documentation for technical and non-technical audiences.
  • Collaborate with developers and interact directly with clients to deliver trading and risk management solutions.

Requirements

  • 3+ years of development experience with Python.
  • Knowledge of commodities and energy markets, market conventions, deal structures, and derivatives pricing and risk management.
  • Experience in front-office development, preferably supporting derivatives pricing and risk analytics on a trading desk.
  • Production software development experience, preferably with enterprise risk systems.
  • Strong problem-solving, communication, critical-thinking, and troubleshooting skills.
  • Ability to understand unfamiliar codebases, debug applications, and support all phases of the software development lifecycle.

Nice to have

  • Quantitative development experience in the commodities or energy sector.
  • Experience building and maintaining real-time quoting and risk systems.
  • Experience with strongly typed programming languages.
  • Familiarity with SecDB, Athena, Quartz, or other graph-based technologies.

Culture & Benefits

  • Flexible working environment with a business-casual atmosphere.
  • Innovation- and ownership-focused team culture.
  • Medical, dental, vision, and life insurance benefits.
  • Maternity and paternity leave, PTO, and Volunteer Time Off.
  • 401(k) plan with employer match.
  • Work from home on Fridays and work from anywhere for three weeks per year.

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