Junior C++ Quant Developer – Commodities

Oxford Knight; Greater London; In loco; GBP 60.000 - 90.000; Tempo pieno

Vantaggi offerti da questo lavoro

Profit-based bonus

Collaborative culture

Descrizione del lavoro

Oxford Knight is seeking a Junior C++ Quant Developer to join the Commodities Quant team in London. You’ll work closely with derivatives quants and data scientists to research and develop quantitative models for risk and pricing.

Requirements include 1–3 years post-graduation, C++17+ proficiency, Python experience, and familiarity with commodity markets. The role offers a substantial salary and a profit-based bonus in a collaborative, fast-paced setting.

Competenze

• Experience with modern C++ (C++17+).
• Strong programming skills with clean, reliable code.
• 1–3 years of commercial experience post-graduation.
• Familiarity with at least one commodities asset class (energy, ags/softs, base metals).
• Experience researching and building risk models for commodities markets.
• Hands-on experience with Python for prototyping and analysis.

Mansioni

• Research and develop commodities quantitative models for risk and portfolio needs.
• Handle risk metrics (Greeks), VaR modeling, and forward curve/volatility surface construction.
• Work with quants and data scientists in a collaborative, fast-paced environment.

Conoscenze

C++17+

Clean code

Python

Formazione

Bachelor's degree

Strumenti

Python (prototyping)

Descrizione del lavoro

Unique opportunity for a junior modern C++ engineer to join one of the world’s most prestigious hedge funds in a brand-new role within the centralized Commodities Quant team.

In this critical role, you’ll working closely with derivatives quants and data scientists across the business to research and develop commodities quantitative models specific to the risk & portfolio managers’ needs. All greenfield work, your focus will be quantitative analysis models for derivatives, including calculation and aggregation of raw risk metrics (the Greeks), risk projections, forward curve and volatility surface construction, handling timeseries data for the construction of price and volatility scenarios, and modeling of Value at Risk (VaR) with both historical and factor-based approaches.

This opportunity provides a collaborative, entrepreneurial and fast-paced environment with excellent opportunities for career growth.

Skills and Experience Required

• Experience with and understanding of modern C++ (at least C++17, ideally later)
• Strong programming skills with clean reliable code
• Realistically around 1-3 years of commercial experience post-graduation
• Familiarity with at least one commodities asset class, e.g. energy, ags and softs, or base metals
• Previous experience researching and building risk models for commodities markets
• Hands-on experience with Python for prototyping and analysis

Benefits & Incentives

• Significant salary + a bonus tied to profits / trading strategy success
• Very collaborative culture, ideas are implemented

Junior C++ Quant Developer – Commodities London