C++ Quantitative Analyst - Commodities

Saragossa; Greater London; Presencial; GBP 100 000 - 150 000; Tempo integral

Resumo da oferta

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.

Qualificações

• 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.

Responsabilidades

• 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.

Conhecimentos

C++

Option pricing

Monte Carlo methods

Pricing models

Ferramentas

Pricing library

Descrição da oferta de emprego

Want to join one of the most successful energy trading firms?

Here the focus is on developing and implementing pricing models for power and gas derivatives.

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

You’ll work closely with traders, quants, and a dedicated quant dev team in a collaborative environment with the backing of a firm which has a strong reputation in power, gas, and emissions markets.

This is a great opportunity for a commodities quant with solid C++ skills and a passion for modelling.