Quant Development Lead

Cititec Talent; Greater London; Hybrid; USD 150,000 - 200,000; Full time

Job summary

An innovative firm in the commodities trading sector is seeking a Lead Quant Developer to focus on Risk and PnL in a hybrid work environment. This role involves collaborating with traders and risk managers to enhance analytics and improve risk reporting tools. Ideal candidates will have strong expertise in risk modelling, particularly Historical VaR, and proficiency in Python. Join a dynamic team where your contributions will directly impact trading strategies and risk management processes. If you're passionate about quantitative analysis and thrive in a fast-paced environment, this opportunity is perfect for you.

Qualifications

• Strong understanding of risk modelling, particularly Historical VaR.
• Proficiency in Python and ability to work with existing codebases.

Responsibilities

• Work extensively with VaR models and enhance Historical VaR models.
• Develop risk reporting tools and troubleshoot reporting issues.

Skills

Risk Modelling

Python

Quantitative Analysis

Troubleshooting

Risk Reporting

Job description

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Expert in Quant Technology Recruitment | Building High-Performing Teams in the Commodities Industry

Commodities Trading

London (hybrid)

One of our clients is a growing commodities trading firm, and they are seeking a Lead Quant Developer in London to focus on Risk and PnL. You would be working in and with the front office and wider technology team, as well as risk and quant teams.

Key Responsibilities:

• Work extensively with VaR (Value at Risk) models.
• Develop and enhance Historical VaR models for linear and options products.
• Maintain and improve risk reporting tools to align with business limits.
• Troubleshoot and resolve risk calculation and reporting issues.
• Own the full modelling process (all modelling sits within the development group).
• Work closely with traders and risk managers to improve analytics.

Key Requirements:

• Strong understanding of risk modelling, particularly Historical VaR.
• Proficiency in Python (other language experience welcome, but Python is essential).
• Ability to work with existing codebases and apply models to trading scenarios.
• Business-savvy—must understand risk limits, reporting, and troubleshooting.
• Excellent knowledge within the commodities trading space, particularly with linear and options products. Physicals is a plus, but not necessary.
• Good quant exposure and understanding (there is no need for heavy Monte Carlo modelling, but someone with a practical and applied understanding of quantitative concepts).

Seniority level

• Seniority level

  Director

Employment type

• Employment type

  Full-time

Job function

• Job function

  Information Technology

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