Quant Developer: Curves, P&L & Risk

Saragossa; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Saragossa invites a skilled developer to join its Pricing & Risk Technology team in building platforms that transform market data into forward curves, valuations, P&L and risk across oil, power and gas.

You will own the curve construction methodology and P&L attribution, translating business requirements into production-ready solutions. Expect collaboration with traders, quants and engineers using Python, AWS, distributed computing and AI-assisted tooling.

Qualifications

• Experience building production software for complex pricing/risk platforms.
• Strong understanding of curve construction, valuation lifecycle, and P&L attribution.

Responsibilities

• Own the methodology for curve construction and P&L attribution.
• Translate business needs into production-ready solutions across data, models, and tooling.
• Collaborate with traders, quants, and engineers to deliver reliable systems.
• Contribute to design of scalable pricing, risk and intraday valuation platforms.

Skills

Python

AWS

Distributed computing

AI tooling

Tools

AI-assisted tooling

Cloud infrastructure

Production systems

Job description

Saragossa invites a skilled developer to join its Pricing & Risk Technology team in building platforms that transform market data into forward curves, valuations, P&L and risk across oil, power and gas.

You will own the curve construction methodology and P&L attribution, translating business requirements into production-ready solutions. Expect collaboration with traders, quants and engineers using Python, AWS, distributed computing and AI-assisted tooling.