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Quantitative Developer - Python / Commodities

Quantitative Developer - Python / Commodities
Thurn Partners
10 months 3 weeks ago

Quant Developer Opportunity

The quant development team creates, implements, and supports tools, frameworks, platforms, and models for traders, researchers, and quants. They seek a Quant Developer to convert research theories into tangible models and platforms for the Commodities sector.

Your Role

  • Design and develop systems for conducting Commodities research and real-time alpha generation.
  • Build bespoke frameworks for exploring, designing, and deploying systematic strategies and signals.
  • Increase research velocity and create back-testing and simulation frameworks for seamless strategy implementation.
  • Utilize machine learning algorithms for analyzing vast alternative datasets.
  • Build desktop tools for PnL estimates and position monitoring.

Experience Required / About You

  • Strong academic background in Computer Science or related discipline(s).
  • Commercial experience in building relevant systems and implementing strategies.
  • Strong Python development skills.
  • Superb analytical and quantitative skills.
  • Ability to find innovative solutions to complex mathematical and computer science problems.

Firm's Context

The firm has a strong culture and is known for delivering advanced custom tech and constant innovation. It invests heavily in its people and their environment, offering a flat structure with scope for trajectory, along with a permanent position, highly competitive salary, and comprehensive benefits package.

Complexity in Commodities Market

The framework feeds models with vast alternative datasets to track and capitalize on the live supply and demand for Power and Gas. The evolving markets of both products are growing in complexity each day due to various factors.

  • Factors such as increased fracking in Europe and the US, Liquid gas technology propelling gas shipping, and the threat of pirates complicating predictions around the supply and demand of gas.
  • The fall of electrical demand during the pandemic and the co-dependence of economic growth and energy demand complicating the identification of shifts in the Power market.
  • These factors drive the evolution of increasingly complex mathematical and statistical models and the need for them to seamlessly interact with one another, posing immense quantitative and engineering challenges.

Expertise level

Work arrangement

Key skills

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