full-time
Quantitative Strategy Developer
Profusion
- Employer
- Profusion
- Location
- Sydney
- Working pattern
- on-site
About the role
Develop and maintain production-grade pricing models, risk analytics, and trading tools for commodity derivatives, while improving the performance and reliability of the desk’s quant library and data pipelines. Partner with traders, sales, and risk teams on model validation, P&L attribution, scenario analysis, and workflow automation. A degree in a quantitative discipline is expected, with postgraduate qualifications regarded favorably, alongside strong Python and/or C++ programming skills and sound software engineering practices. Candidates should have practical derivatives pricing and risk experience, knowledge of stochastic calculus and numerical methods, and the ability to communicate effectively in a fast-paced trading environment.