C++ Quant Developer — Energy Derivatives

Saragossa; Greater London; On-site; GBP 100,000 - 150,000; Full time

Job summary

Saragossa in London is looking for a commodities quant with strong C++ skills to design and implement pricing models for power and gas derivatives.

You will apply advanced option pricing theory and Monte Carlo simulations, collaborating with traders, quants, and a dedicated development team to deliver robust pricing solutions.

This role offers exposure to top-tier energy markets and a collaborative, fast-paced environment backed by a firm renowned in power, gas, and emissions markets.

Qualifications

• Solid C++ programming skills with experience in pricing models.
• Experience with option pricing theory and Monte Carlo methods.
• Interest in energy commodities and derivatives pricing.

Responsibilities

• Develop and implement pricing models for power and gas derivatives.
• Apply Monte Carlo simulation techniques to pricing problems.
• Collaborate with traders, quants, and the quant dev team.
• Work within a pricing library in a fast-paced energy trading environment.

Skills

C++

Option pricing

Monte Carlo methods

Pricing models

Tools

Pricing library

Job description

Saragossa in London is looking for a commodities quant with strong C++ skills to design and implement pricing models for power and gas derivatives.

You will apply advanced option pricing theory and Monte Carlo simulations, collaborating with traders, quants, and a dedicated development team to deliver robust pricing solutions.

This role offers exposure to top-tier energy markets and a collaborative, fast-paced environment backed by a firm renowned in power, gas, and emissions markets.