C++ Quantitative Analyst - Commodities

JR United Kingdom; City Of London; On-site; GBP 50,000 - 80,000; Full time

Job summary

A leading energy trading firm in London seeks a C++ Quantitative Analyst to develop and implement pricing models for energy derivatives. The role requires strong C++ skills and knowledge of advanced pricing theories, working in close collaboration with traders and quant teams within a supportive environment. This position offers a fantastic opportunity for passionate individuals looking to impact the commodities market significantly.

Qualifications

• Solid C++ skills essential for pricing models.
• Knowledge of advanced option pricing theory and Monte Carlo methods.
• Passion for quantitative modeling in commodities.

Responsibilities

• Develop and implement pricing models for power and gas derivatives.
• Collaborate with traders and quant teams in an energetic environment.
• Utilize C++ pricing library to support pricing of complex energy derivatives.

Skills

C++

Monte Carlo simulation

option pricing theory

Job description

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C++ Quantitative Analyst - Commodities, London (City of London)

Client: Saragossa

Location:

London (City of London), United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

6

Posted:

26.06.2025

Expiry Date:

10.08.2025

Job Description:

Join one of the most successful energy trading firms, focusing on developing and implementing pricing models for power and gas derivatives.

You will work primarily with a C++ pricing library, applying advanced option pricing theory and Monte Carlo simulation techniques to help price complex energy derivatives.

You will collaborate closely with traders, quants, and a dedicated quant development team in a supportive environment backed by a firm with a strong reputation in power, gas, and emissions markets.

This position offers a great opportunity for a commodities quant with solid C++ skills and a passion for modeling.