Upvote
Downvote
Fundamental Commodities Modelling Lead
Share Job
- Suggest Revision
- Fundamental Commodities Modelling Lead Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business.
- We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools.
- This team will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium.
- Newly created role to build data science-inspired models for forecasting a wide range of variables driving commodities fundamentals, such as power and natural gas demand, production capacities, inventory levels, pipeline and transmission line congestion, refinery outages, etc.
- Both statistical and causal model types are in scope, so that regressions, time series analysis, and supply-demand balancing models such as power stack models are all involved.
Active Job
Updated 12 days agoSimilar Job
Relevance
Active