Junior C++ Quant Developer - Commodities- Global Hedge Fund

Oxford Knight; London; On-site; GBP 130,000 - 140,000; Full time

Job summary

An established industry player is seeking a Junior C++ Quant Developer to join their prestigious hedge fund in London. This unique opportunity involves working in a collaborative and fast-paced environment, focusing on the development of quantitative models for commodities. You will engage in greenfield projects, collaborating closely with derivatives quants and data scientists to address the needs of risk and portfolio managers. Ideal candidates will have a strong foundation in modern C++, a keen interest in commodities markets, and a passion for quantitative analysis. This role promises significant career growth and impactful contributions to the firm.

Benefits

Significant salary

Bonus tied to profits

Collaborative culture

Greenfield work

Qualifications

• Experience with modern C++ and strong programming skills are essential.
• Keen interest in commodities markets and quantitative analysis.

Responsibilities

• Develop quantitative models for commodities with a focus on derivatives.
• Collaborate with quants and data scientists on risk metrics.

Skills

C++ (at least C++17)

Programming skills

Understanding of commodities markets

Commercial experience (1-3 years)

Tools

Python

Job description

Junior C++ Quant Developer - Commodities- Global Hedge Fund

Oxford Knight London, United Kingdom Apply now Posted 5 days ago Permanent £130-140k base + £50-70k bonus

Salary: £130-140k base + £50-70k bonus

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
• Keen interest in commodities markets
• Realistically around 1-3 years of commercial experience post-graduation

Desirable

• 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
• Greenfield work / big impact
• Very collaborative culture, ideas are implemented

Contact
If you feel you're suitable for this role, want to hear about similar positions, or would like help hiring similar developers for your company, please send your CV or get in touch:

Richard Allan
[e-mail]
[phone]
linkedin.com/in/richardallanok/

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