Overview
The Pricing and Risk Developer will play a pivotal role in a commodities trading firm's innovative greenfield program, focusing on the design and development of pricing and risk technology. Collaborating with traders, quantitative analysts, and technology teams, the contractor will tackle complex engineering challenges and help shape a scalable architecture for processing market data and risk calculations.
Responsibilities
- Develop core pricing and risk engines using modern Python.
- Design and develop technology for commodity curve generation and valuation.
- Create scalable, distributed services to process large volumes of market data and risk calculations.
- Enhance performance of pricing and risk analytics for real-time capabilities.
- Build cloud-native solutions utilizing AWS and distributed computing technologies such as Ray.
- Collaborate with front-office stakeholders to understand business challenges and provide engineering solutions.
- Contribute to architecture and engineering standards to steer long-term technical direction.
- Utilize AI development tools to increase engineering productivity and delivery efficiency.
Requirements
- Proficient in commercial Python development.
- Solid experience building pricing, valuation, or risk applications in quantitative trading.
- Understanding of commodity markets, with a focus on Gas, Power or Oil.
- Familiarity with distributed or parallel computing technologies (experience with Ray is a plus).
- Hands-on experience in developing and deploying applications within AWS.
- Strong grasp of software engineering best practices, including testing, CI/CD, and scalable system design.
- Experience in building high-performance backend platforms for complex calculations.
- Proactive problem-solver with a focus on ownership and innovative contributions.