Core Strat

  • Full-time

Company Description

We are the world’s largest independent energy and commodities trading company. Every day we use our expertise and logistical networks to distribute energy around the world, efficiently and responsibly. From 40 offices worldwide, we seek to add value across the energy supply chain, including deploying our scale and market understanding to help facilitate the energy transition. To date, we have committed over $2.2 billion of capital to renewable projects, and are identifying and developing low-carbon opportunities around the world.

Our people are our business. Talent is precious to us and we create an environment in which individuals can reach their full potential, unhindered by hierarchy. Our team comprises more than 65 nationalities and we are committed to developing and sustaining a diverse work force. Learn more about us here.

 

Job Description

Are you a passionate, entrepreneurially minded quant/engineer who wants to help build a next-generation Risk & PnL engine to value and drive global energy flows? Do you thrive in a flat hierarchy, team-oriented environment that values ideas and individual contributions? Then we are looking for you to join us at Vitol! 

As a Core Strat, you will contribute to the development of a next-generation Risk & PnL engine to value Vitol’s global portfolio – from vanilla forward trades to complex financial and physical deals with rich embedded optionality. We are growing rapidly and are looking for exceptional candidates to help us deliver on a market-leading risk platform that will be the foundation for our traders’ daily decision-making. In this role, you will have the opportunity to work closely with our traders in various commodity markets, ranging from power, LNG, natural gas and oil to carbon certificates and guarantees of origin, as well as with our desk-affiliates quants and the various software engineering teams at Vitol.

Your responsibilities

As a core member of the Risk Systems team, you will develop core components for the new Risk & PnL engine:

  • Technical excellence: Implement clean, well-documented, tested, and extensible code
  • Ownership: Be responsible for the performance and reliable operation of core components of the new Risk & PnL engine
  • Teamwork: Collaborate closely with the rest of the team to implement high-performance pricers for our full spectrum of physical and financial trades 
  • Architectural vision: Ensure integration in broader Vitol infrastructure and systems, develop an overall understanding of our systems architecture and become a sparring partner to the Risk Architect

Qualifications

  • 8+ years’ experience/full proficiency in C++; Some familiarity with Python
    • Ability to architect and implement code to address high-level requirements
    • Experience implementing high-performance algorithms & grid computations
  • Master’s/PhD in computer science, applied mathematics, financial engineering, or an equivalent field from a top university
  • Strong sense of ownership, ability to work independently as well as in a team
  • Interest in business and how end users will use the product
  • Excellent communication and interpersonal skills.
  • Full proficiency communicating in English in a business context (verbal & written)

Additional Information

Qualifications that will help you stand out

  • Substantial prior experience with implementing or working with a Risk & PnL engine
  • Interest in financial and commodities markets
  • SysAdmin experience, e.g. cloud infrastructure, Redis, Kafka, CMake, network sockets tech
     

 

Privacy Policy