Quant Commodities Energy Infrastructure Developer

Analyze feeds from various exchanges and design and implement proprietary algorithms to minimize execution speed and maximize Profit and Loss (PNL). Improve the trading user interface and systems by regularly upgrading features and enhancements. Use portfolio analytics functions to develop interactive reports (risk, crash scenario, and PNL attribution) on the web. Use fundamental data for energy commodities in the data warehouse and develop interactive web reports, charts, and heat maps as requested by traders. Support new exchanges, auto-create instruments, and ensure the correctness and performance of instrument creation modules. Analyze various web/UI trends in the market, test them, and incorporate them in the system.REQUIREMENTS: Bachelor’s degree in Computer Science, Engineering, or a related field of study, plus five (5) years of experience with algorithmic trading strategies and building trade execution algorithms for energy commodities markets; portfolio analytics using risk metrics and Greeks for energy market datasets; developing reports that trading desks use to analyze portfolios for various scenarios; managing, monitoring, and troubleshooting electronic trading connectivity with exchanges for order management and market data; operating systems, computer architecture, and troubleshooting low latency high throughput scalable applications; security best practices, authentication and authorization, and implementing security measures in trading applications; implementing and managing monitoring tools to ensure the system health and performance of trading platforms; Python and Java; and, using data analysis tools and libraries to visualize and interpret market, portfolio, and trading data.Our compensation and benefits package includes substantial variable compensation in the form of a year-end bonus, guaranteed in the first year of hire, and benefits including medical and prescription drug coverage, 401k contribution matching, wellness reimbursement, family building benefits, and a charitable gift match program.D. E. Shaw is an equal employment opportunity employer and does not discriminate against any applicant on the basis of race, color, religion, gender, gender identity, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or other category protected by law.

Minimum Salary: 200000 Maximum Salary: 250000 Salary Unit: Yearly