full-time
Commodities Quantitative Developer
SaltHill Group
- Employer
- SaltHill Group
- Location
- Greenwich, Connecticut, United States
- Working pattern
- hybrid
About the role
Develop, calibrate, test, and maintain quantitative pricing models, libraries, trading analytics, and risk systems for power and natural gas products and structured transactions. Collaborate with traders, originators, risk professionals, and technology teams to price complex deals, measure exposure, and deliver reliable production software. Requires a master's or Ph.D. in a quantitative field, strong numerical and mathematical finance skills, and 2–7 years of experience in a power or gas quantitative role. Candidates need production software development experience with Python and an object-oriented language, plus expertise in pricing models, derivatives, risk, and energy markets.