C++ Quantitative Analyst - Commodities

JR United Kingdom; Slough; On-site; GBP 50,000 - 80,000; Full time

Job summary

A reputable energy trading firm is seeking a C++ Quantitative Analyst in Slough to develop pricing models for power and gas derivatives. The role involves applying advanced mathematical techniques and collaborating with a skilled team in a dynamic environment focused on commodities markets.

Qualifications

• Strong C++ skills required.
• Experience with pricing models preferred.
• Familiarity with energy derivatives beneficial.

Responsibilities

• Develop and implement pricing models for power and gas derivatives.
• Collaborate with traders and quant teams.
• Apply advanced option pricing theories to price complex derivatives.

Skills

C++

Monte Carlo Simulation

Option Pricing Theories

Job description

Job Title:

C++ Quantitative Analyst - Commodities, Slough

Client:

Saragossa

Location:

Slough, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

5

Posted:

26.06.2025

Expiry Date:

10.08.2025

Job Description:

Are you interested in joining a successful energy trading firm?

This role focuses on developing and implementing pricing models for power and gas derivatives.

You will primarily work with a C++ pricing library, applying advanced option pricing theories and Monte Carlo simulation techniques to 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 is an excellent opportunity for a commodities quant with strong C++ skills and a passion for modeling.