Quantitative Developer

Oliver Bernard; Greater London; On-site; GBP 140,000 - 180,000; Full time

Job summary

A leading Commodities Trading firm is seeking a highly skilled Front Office Quant Developer in London. This role involves developing pricing and risk tools in a high-performance environment, requiring expertise in C# and Python. The position offers a competitive salary and a chance to work closely with traders and analysts.

Qualifications

• Experience in implementing new instrument models.
• Very experienced in using pricing analytics libraries in an Options trading environment.

Responsibilities

• Develop and enhance pricing, risk, and analytics tools.
• Ownership of C# risk reports and Excel pricing sheets.
• Implement new methodologies for PnL targeting.

Skills

C#

Python

Quantitative Analysis

Risk Management

Education

Advanced degree in numerical discipline

Tools

Excel

Pricing Analytics Libraries

Job description

2 weeks ago Be among the first 25 applicants

This range is provided by Oliver Bernard. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

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Scaling Engineering Teams | Organiser of Tech Meet-ups | Specialist in Tech Talent

Oliver Bernard has partnered with a Commodities Trading firm seeking a highly skilled Front Office Quant Developer to join their London-based team. This is an exceptional opportunity to work directly with traders and quantitative analysts, developing and enhancing pricing, risk, and analytics tools that drive real-time decision-making.

You’ll be joining a high-performance Front Office environment where speed, accuracy, and clean code are essential.

FX framework build out

• Reporting/risk management layer on top of native risk and valuations. Cash flow projections, settlement reports.
• Cash flow reports to feed downstream (e.g., accounts and treasury system). Testing and documentation.
• Volatility model framework build-out
• Vol surface generation as derived from desk vol analysis (term structure and vol day model). Implementation in pricing environment.
• Testing and documentation.

Solver change implementation

• Work with desk on new methodologies for PnL targeting. Implement and document changes.
• Testing and documentation.

Ownership of C# risk reports

Ownership of Excel pricing and risk sheets; Market Data framework

• Implied yield / carry curves (FX, LME) Instrument model additions and enhancements
• Very experienced in using pricing analytics libraries in an Options trading environment.
• Experienced in developing/maintaining excel pricing sheets.
• FX background. Commodities, Energy, Metals advantageous.
• Experience in implementing new instrument models.
• Advanced degree in numerical discipline.
• Python advantageous.
• Permanent Basic Salary of £140,000-£180,000 + Bonus Scheme (large)
• Central London – 3-5 days a week in-office to maintain close collaboration with trading teams

If you’re an elite Quant Developer looking to make an impact in a cutting-edge trading environment, we’d love to hear from you.

Apply now or reach out for a confidential discussion.

Front Office Quant Developer – C# & Python | Commodities Trading & FX | Central London

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Finance and Information Technology

Industries

• Information Services, Financial Services, and Software Development

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