Quantitative Strategist

1 month ago


Houston, United States Selby Jennings Full time

Position Overview:

Selby Jennings is partnered with global commodity trade shop that is seeking a quantitative strategist to join their Quant Strategists team. The Quantitative Strategists team plays a crucial role in developing pricing models, risk management tools, and quantitative structuring functions for the firms diverse business operations. They are seeking a qualified individual to contribute to the following areas:

Key Responsibilities:

  • Developing, documenting, and testing our comprehensive pricing library
  • Engaging in the pricing and structuring of intricate deals
  • Creating risk reports and pricing tools for traders, originators, middle officers, and risk officers
  • Collaborating with IT to enhance risk systems for new deals or risk reports
  • Calibrating pricing models using market data or historical prices, working closely with traders
  • Computing credit exposures for long-term or structured transactions

Qualifications:

  • 3-10 years of experience in commodity and energy markets, particularly in gas and power
  • Strong numerical and analytical skills
  • Advanced knowledge of Mathematical Finance
  • Proficiency in Python and an object-oriented language (C#, Java, C++, or similar)
  • Experience with pricing libraries
  • Ability to translate complex mathematical problems into practical solutions
  • Independent, structured, and results-oriented mindset
  • Excellent command of the English language
  • Experience with gas storage models is a bonus

The salary banding for this role is $180,000 to $230,000 on the base depending on experience.



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