Quantitative Analyst – Commodities Derivatives (FinTech Hedge Fund)

Tempest Vane Partners; Greater London; Hybrid; GBP 70,000 - 120,000; Full time

Benefits offered by this job

Pension contribution

Healthcare

Life insurance

Hybrid working

26 days holiday

Job summary

Tempest Vane Partners in London seeks a Quantitative Analyst with commodity derivatives expertise to join our Global Quant Analytics & Development. You will help develop models in C++ and trading tools in Python while supporting clients across asset classes, with a focus on Commodities.

Requirements include at least 2 years in quantitative analytics and strong C++ or Python development; knowledge across Oil, Power & Gas, Energy, Metals or Agriculture is preferred. Hybrid work option available.

Qualifications

• Minimum of 2 years in quantitative analytics.
• Knowledge of Commodity Derivatives (Oil, Power & Gas, Energy, Metals, Agriculture).
• Strong C++ or Python development ability.
• Experience supporting live production environments and models.

Responsibilities

• Develop and enhance models/analytics in the core Quant Analytics library (C++).
• Develop and enhance trading tools used by clients (Python).
• Provide ongoing client support across asset classes, with emphasis on Commodities.

Skills

Commodity derivatives knowledge

Quantitative analytics experience

Tools

C++

Python

Job description

Tempest Vane Partners in London seeks a Quantitative Analyst with commodity derivatives expertise to join our Global Quant Analytics & Development. You will help develop models in C++ and trading tools in Python while supporting clients across asset classes, with a focus on Commodities.

Requirements include at least 2 years in quantitative analytics and strong C++ or Python development; knowledge across Oil, Power & Gas, Energy, Metals or Agriculture is preferred. Hybrid work option available.