> Markdown version of [/jobs/ext/3552694-commodities-quantitative-developer](https://www.wearedevelopers.com/jobs/ext/3552694-commodities-quantitative-developer). Every page supports `.md` or `Accept: text/markdown`. Links point to the HTML versions so they work for humans too. Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md).

---

# Commodities Quantitative Developer

- **Company:** SLATE HILL GROUP, INC.
- **Location:** Houston, TX, United States (Remote available)
- **Experience:** Experienced
- **Contract:** Permanent contract
- **Skills:** Java (Programming Language), Business Analytics Applications, Data Analysis, C Sharp (Programming Language), C++ (Programming Language), Python (Programming Language), Object-Oriented Software Development, Backtesting, Risk Management Information Systems, Software Engineering, Information Technology, Code Testing
- **Published:** October 2, 2026
- **Apply:** https://www.salthillgroup.com/commodities-quantitative-developer/

## About the Role

The ideal candidate combines strong quantitative and mathematical finance skills with hands-on software development experience and a solid understanding of energy and commodity markets. The role requires the ability to translate complex mathematical and financial problems into practical, well-documented, and reliable technology solutions., * An advanced degree (Ph.D. or master's) in a quantitative field (hard sciences required - mathematics, engineering, physics, computer science, etc.).

 * Strong numerical and analytical skills
 * Experience with mathematical finance, derivatives, option pricing, and stochastic calculus
 * Strong understanding of embedded optionality and drivers
 * Minimum 2-7 years of professional experience in a power or gas quantitative role in an energy trading firm, investment bank, utility, IPP, or energy consulting
 * Experience with pricing model development and back-testing. Writing and building pricing or valuation models and libraries in a production environment, including back-testing and risk integration
 * Experience pricing and structuring complex power and/or gas transactions (exotic options, bespoke structures, etc.) desired
 * Experience in Python and an object-oriented language (C#, C++, Java, or similar) required
 * Good communication skills
 * Ability to work in a fast-paced environment

## Description

* Quantitative Model Development: Develop, enhance, document, and test pricing models and quantitative libraries used to value power and natural gas products, derivatives, and structured commodity transactions.
 * Trading Analytics and Tools: Build and maintain pricing applications, analytical tools, and risk reports to support traders, originators, middle-office professionals, and risk management teams.
 * Risk Management Systems: Enhance quantitative risk systems and collaborate with IT to implement new functionality, accommodate complex transactions, and improve existing reporting capabilities.
 * Model Calibration and Validation: Calibrate pricing models using observable market data and historical price information, working closely with traders to ensure models reflect current market conditions and trading requirements.
 * Risk Measurement: Develop and implement quantitative methodologies for measuring and analyzing market risk, valuation, and credit exposure associated with long-term contracts and structured commodity deals.
 * Complex Transaction Support: Participate in the quantitative analysis, pricing, and structuring of complex power and natural gas transactions, translating commercial requirements into robust analytical solutions.
 * Software Engineering: Write efficient, maintainable, and well-tested code; improve the performance, reliability, and usability of quantitative applications and libraries.
 * Cross-Functional Collaboration: Partner with traders, quantitative strategists, risk managers, and technology teams to identify analytical needs, deliver solutions, and support the continued development of the trading platform.

The ideal candidate has a background in commodities and energy (power, gas, crude oil, refined products) and can understand or learn the math behind structured deals, build/optimize rigorous quantitative models, write code in a robust framework (production-style way), and organize the interface with systems/data/pricing libraries.