About the role
About the Role
We are seeking a highly skilled Commodity Pricing Engine Developer to design, build, and enhance a bespoke pricing engine that generates real-time prices for client RFQ (Request for Quote) workflows. The ideal candidate will have deep expertise in commodity derivatives pricing, quantitative model development, and software engineering, with a strong focus on delivering accurate and low-latency pricing solutions in trading environments.
Key Responsibilities
* Design, develop, and maintain pricing models for commodity and OTC derivatives products. * Build, calibrate, and validate quantitative pricing models to ensure accuracy and robustness. * Develop and enhance a bespoke pricing engine for RFQ quote generation. * Integrate pricing models with market data feeds, trading platforms, and RFQ systems. * Optimize pricing calculations for real-time performance and low-latency execution. * Collaborate with traders, quants, and technology teams to translate business requirements into scalable solutions. * Conduct model testing, performance analysis, and continuous improvements. * Ensure compliance with model governance, validation standards, and risk management frameworks. * Support production deployments and troubleshoot pricing-related issues.
Required Skills & Experience
* Strong experience in Commodity Derivatives or OTC Derivatives Pricing. * Proven expertise in Quantitative Development, including model creation, calibration, and validation. * Deep understanding of financial mathematics and derivatives valuation techniques. * Strong software engineering skills with proficiency in: * Python * C++ * Java * Similar object-oriented programming languages * Experience integrating pricing systems with market data and trading platforms. * Strong problem-solving and analytical skills. * Ability to work effectively in a fast-paced trading environment.
Preferred Qualifications
* Experience building real-time pricing engines within electronic trading (e-Trading) environments. * Knowledge of Bloomberg market data integration. * Experience with messaging technologies and connectivity frameworks. * Familiarity with distributed systems and high-performance computing concepts. * Understanding of commodity markets, trading workflows, and risk management processes.
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