Quantitative Developer

This global trading and investment group operates across energy commodities and financial markets combining advanced quantitative methods with large-scale technology infrastructure. Its London engineering hub plays a central role in developing analytics that power front-office trading pricing and risk systems across oil power gas and equity products.

Key Responsibilities

• Develop and maintain Python pricing and risk libraries covering vanilla and structured options across commodities and equities.
  

• Implement and calibrate models such as BlackScholes Heston SABR and Monte Carlo-based approaches for structured instruments (APOs CSOs ULDs P1X).
  

• Design and maintain volatility surface calibration workflows including interpolation extrapolation and smoothing.
  

• Collaborate with quantitative researchers and data engineers to translate model specifications into robust production-grade code.
  

• Manage market data dependencies proxy logic and curve handling for valuation and risk analytics.
  

• Enhance model performance numerical stability and diagnostic visibility.
  

• Contribute to regression testing benchmarking and CI/CD workflows in Python and AWS environments.
  

• Act as subject-matter expert for pricing models and valuation logic supporting risk and trading teams globally.
  

Skills and Experience

• Expert-level Python developer with strong experience in numerical computing (NumPy SciPy Pandas).
  

• Deep understanding of derivatives pricing theory volatility modelling and stochastic calculus.
  

• Experience with calibration curve bootstrapping and risk measures (Greeks sensitivities VaR).
  

• Background in pricing and risk models for commodities or equity derivatives.
  

• Familiarity with cloud-based compute environments (AWS ECS Lambda S3) and DevOps tools (Git Jenkins Docker/Kubernetes).
  

• Knowledge of C or C# for potential model integration advantageous.
  

• Ability to interpret and implement quantitative research efficiently and transparently.
  

Profile

• 510 years of experience in quantitative development or model engineering within trading banking or commodities.
  

• Advanced degree (Masters or PhD) in Mathematics Physics Financial Engineering or a related quantitative field.
  

• Demonstrated delivery of robust pricing models and scalable production code.
  

• Strong analytical skills and precision in solving complex numerical problems.
  

• Excellent communicator comfortable bridging quantitative technical and business perspectives.