Company Insight:
The firm is a high-calibre global hedge fund which strives to leverage pioneering technology and data science to creatively solve intricate business problems. As a heavily tech-centric financial environment, the company is a haven for professionals who enjoy technological autonomy, and who are passionate about building elegant and ground-breaking models and systems from scratch.
As the firm looks to enhance their Commodities business (headquartered in Greenwich CT) and build on outstanding returns over the past few years, they are seeking a Quant Developer to work on their Power and Gas desk, and partner with researchers to design and build models and simulations in elegant, scalable code and implement them into the multi-faceted, bleeding-edge modelling and analytics infrastructure, allowing for seamless computation. The framework feeds the models with huge volumes of alternative datasets to accurately track and capitalize on the live supply and demand for Power and Gas.
The markets of both products are growing in complexity each day. While increased fracking in Europe and the US, Liquid gas technology propelling shipping of gas from Qatar and even the threat of pirates is 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 make it all the more difficult to identify shifts in the Power market. All these factors are driving the evolution of increasingly complex mathematical and statistical models and the need for them to seamlessly interact with one another. The quantitative and engineering challenges to solve here are immense.
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 which ensure seamless strategy implementation.
- Utilise machine learning algorithms for analysing vast alternative datasets.
- Build and develop backtesting platform
- Build desktop tools for PnL estimates and position monitoring.
Experience/skills required:
- Commercial experience working collaboratively with quantitative researchers, building relevant systems and implementing strategies.
- Good understanding of the overall systematic investment process. Commodities experience is desirable.
- Strong Python/C++ development skills.
- Must have experience backtesting and implementing signals and strategies
- Superb analytical and quantitative skills; linking business problems with highly technical solutions.
- The ability to find innovative ways around convoluted mathematical and computer science problems.
Further Context:
- The firm has an excellent culture and is one of the most reputable in the industry, with a track record of delivering advanced custom tech and constant innovation.
- The company invests heavily in its people and their environment - it's a flat structure with scope for trajectory. You're never more than two steps away from the CTO.
- This is a permanent position with a highly competitive salary and a comprehensive benefits package. Please enquire for more details.
Pre-Application:
- Please do not apply if you're looking for a contract.
- You must be eligible to live and work in the US.
- Please ensure you meet the required experience section prior to applying.
- Allow 1-5 working days for a response to any job enquiry.
- Your application is subject to our privacy policy, found here: https://www.thurnpartners.com/privacy-policy
