C++ Quantitative Analyst - Commodities

JR United Kingdom; London; On-site; GBP 55,000 - 90,000; Full time

Job summary

An energy trading firm in London is seeking a C++ Quantitative Analyst to develop and implement pricing models for energy derivatives. The successful candidate will collaborate with traders and quants, leveraging strong C++ skills in a reputable environment focused on power and gas markets.

Qualifications

• Solid C++ programming skills required.
• Experience in option pricing and energy derivatives preferred.

Responsibilities

• Develop and implement pricing models for power and gas derivatives.
• Collaborate with traders and quantitative analysts.
• Apply advanced option pricing theory and Monte Carlo methods.

Skills

C++

Option Pricing Theory

Monte Carlo Simulation

Job description

Social network you want to login/join with:

C++ Quantitative Analyst - Commodities, London

Client:

Saragossa

Location:

London, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

5

Posted:

26.06.2025

Expiry Date:

10.08.2025

Job Description:

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.