Quant Software Engineer - Energy

About the role

Develop and implement production pricing, valuation, risk, and trade-clearing models for physical OTC energy derivatives, accounting for supply-chain constraints, storage limits, and nonlinear pricing. Build and maintain distributed compute systems that run pricing and risk calculations reliably and reproducibly at scale. Candidates should have 3 to 10 years of experience and a track record of implementing OTC derivative pricing or valuation models in production code, with a financial engineering background. They should be proficient in quantitative modeling and distributed computation, including reproducibility and fault tolerance; commodities experience is beneficial but not required.