Real-Time Commodity Pricing Engine Developer

Market Cloud Ltd; Greater London; On-site; GBP 90,000 - 140,000; Full time

Job summary

Market Cloud Ltd in the United Kingdom is seeking a highly skilled Commodity Pricing Engine Developer to design, build, and enhance a bespoke real-time pricing engine for RFQ workflows in trading environments.

You will combine deep derivatives pricing expertise with quantitative model development and software engineering to deliver low-latency, accurate prices, integrate with market data feeds, and collaborate with traders and quants to scale robust pricing solutions.

Qualifications

• Experience in commodity derivatives pricing and OTC products.
• Proven ability to design, calibrate, and validate pricing models.
• Strong knowledge of financial mathematics and valuation techniques.
• Proficient in Python, C++, and Java.
• Experience integrating pricing with market data feeds and trading platforms.

Responsibilities

• Design, develop, and maintain pricing models for commodity and OTC derivatives.
• Build, calibrate, and validate quantitative pricing models.
• Develop and enhance a bespoke pricing engine for RFQ quotes.
• Integrate pricing models with market data feeds and trading platforms.
• Optimize pricing calculations for real-time performance and low latency.
• Collaborate with traders, quants, and tech teams to translate requirements into scalable solutions.
• Conduct model testing, performance analysis, and improvements.
• Ensure governance, validation standards, and risk management alignment.
• Support production deployments and troubleshoot pricing issues.

Skills

Commodity/OTC derivatives pricing

Quantitative development

Financial mathematics

Python

C++

Java

Market data integration

Problem solving

Tools

Bloomberg API

Job description

Market Cloud Ltd in the United Kingdom is seeking a highly skilled Commodity Pricing Engine Developer to design, build, and enhance a bespoke real-time pricing engine for RFQ workflows in trading environments.

You will combine deep derivatives pricing expertise with quantitative model development and software engineering to deliver low-latency, accurate prices, integrate with market data feeds, and collaborate with traders and quants to scale robust pricing solutions.