We have a current opportunity for a Quant Developer on a permanent basis. The position will be based in London. For further information about this position please apply.

Requirements

10-15 years combined quant research and software engineering; minimum 5 years embedded in a front office (any asset class)
Options pricing across the full surface - vanilla, spreads, and structured products in commodity or energy markets
Vol surface calibration: smile fitting, SABR, SVI, Heston, or equivalent; arbitrage constraints and numerical stability in production
Greeks and second-order risk: delta, gamma, vega, volga, vanna, theta; PnL attribution and daily risk reconciliation
VaR, stressed VaR, and scenario analysis implementation; working knowledge of regulatory capital frameworks
Commodity modelling: term structure, forward curve construction, seasonality, convenience yield, and basis risk
Real-time pricing and risk system design - latency-aware implementation, incremental recalculation, and feed-driven revaluation
Backtesting framework design: walk-forward validation, statistical significance testing, and performance attribution
Production-quality Python and/or C++ - code an engineer can review, a CI pipeline can test, and an ops team can support
kdb+/q, DB, or TimescaleDB for high-frequency time-series market data storage and analysis
Ability to set a research agenda independently and communicate risk and findings clearly to senior traders and management
Cloud infrastructure - Azure preferred, AWS considered; IAM, managed services, automated and auditable deployment pipelines, secrets managementNice to Have

Market making, systematic execution, or electronic trading in energy or commodity derivatives
Asian options, barrier structures, or path-dependent exotics common in commodity markets
Machine learning applied to vol forecasting, regime detection, or execution cost optimisation
Open-source quant library contributions, published research, or CQF/MFE/PhD in a quantitative discipline