Quantitative Developer

3 months ago


United Kingdom Cititec Talent Full time

Senior Quantitative Developer

Commodities Trading

London, UK (hybrid)

Our client is a global leader in the energy and commodities markets, helping clients navigate complex markets to maximize revenues and minimize risks. They are looking for a Senior Quant Developer to join their Quant Modelling team.

Responsibilities:

  • Build, enhance, test and maintain quantitative models specialized for the needs of trading and risk managers, including derivatives pricing and volatility marking. The primary focus is on commodities derivatives, with exposure to other products such equity and rates derivatives.
  • Design and develop new VaR models using historical and factor-based approaches. Research other VaR models with emphasis on commodity market volatility and seasonality.
  • Contribute to the firm’s effort to calculate and aggregate raw risk metrics (greeks) from different trading systems to enhance the firm’s overall risk management capabilities.
  • Additional emphasis is on counterparty risk with projects on PFE/XVA and initial margin calculations.
  • Improve and extend existing risk reporting tools, including risk analysis and P&L attribution.

Requirements:

  • Advanced degree in a quantitative field such as Mathematics, Statistics, Financial Engineering, or a related discipline.
  • At least 5+ years of experience as a commodities quant or strategist or quantitative risk officer, gained in a Hedge Fund, Oil Major, Commodities Trading House or a Bank. Good knowledge of the commodities derivatives trading landscape.
  • Proven track record in market risk, developing and implementing VaR models, with deep knowledge of the modelling approaches and their strengths/weaknesses. Ideally, the candidate will have gained exposure to commodities specifics such as seasonality.
  • Expert knowledge of risk and understanding of the application of complex mathematical concepts related to Monte Carlo, options pricing and time series analysis.

  • Experience in counterparty risk and PFE/XVA frameworks using commodities factor-based approaches and correlation analytics will be considered a strong plus.
  • Experience in Equities and/or Rates will be considered a plus.
  • Advanced programming skills, ideally in Python.
  • Strong problem-solving and troubleshooting skills.



  • United Kingdom Place. Full time

    You're at your best when using maths to solve complex problems. That's why you're pursuing a career in the rewarding quantitative development space. Ideally, you'll be a recent graduate or an entry level developer with a Masters of PhD in Mathematics (or similar). We would also consider someone with one to two years commercial experience...


  • United Kingdom Place. Full time

    You're at your best when using maths to solve complex problems. That's why you're pursuing a career in the rewarding quantitative development space. Ideally, you'll be a recent graduate or an entry level developer with a Masters of PhD in Mathematics (or similar). We would also consider someone with one to two years commercial experience...


  • United Kingdom Place. Full time

    You're at your best when using maths to solve complex problems. That's why you're pursuing a career in the rewarding quantitative development space. Ideally, you'll be a recent graduate or an entry level developer with a Masters of PhD in Mathematics (or similar). We would also consider someone with one to two years commercial...


  • United Kingdom Qenexus Full time

    You will help with the system-wide design and build out of a Quantitative Equities portfolio focused on high-frequency signals and alphas. You should feel comfortable working within a small, entrepreneurial, fast moving team and taking responsibilities for designed/developed solutions. Responsibilities: Developing trading and research architecture and...


  • United Kingdom Selby Jennings Full time

    Python Developer - Quantitative Investment Management Our client, a leading global quantitative and systematic investment manager, is seeking a skilled Python Developer to join their innovative team. This role involves managing extensive datasets, designing and implementing data stores and APIs, and supporting quantitative researchers and traders. Key...


  • United Kingdom Selby Jennings Full time

    Python Developer - Quantitative Investment Management Our client, a leading global quantitative and systematic investment manager, is seeking a skilled Python Developer to join their innovative team. This role involves managing extensive datasets, designing and implementing data stores and APIs, and supporting quantitative researchers and traders. Key...

  • Quantitative Trader

    2 months ago


    United Kingdom Algo Capital Group Full time

    Our client, a world-leading proprietary trading fund is seeking Senior Quantitative Traders to develop and execute mid-frequency trading strategies in Futures. You’ll collaborate with a multidisciplinary team of engineers and quants to deploy real-time, scalable trading solutions and have the autonomy to implement your own trading strategies. ...


  • United Kingdom Algo Capital Group Full time

    Quantitative Trader MFT - Futures Our client, a world-leading proprietary trading fund is seeking Senior Quantitative Traders to develop and execute mid-frequency trading strategies in Futures. You’ll collaborate with a multidisciplinary team of engineers and quants to deploy real-time, scalable trading solutions and have the autonomy to implement your...

  • Quantitative Analyst

    2 weeks ago


    United Kingdom CW Talent Solutions Full time

    This is an opportunity to work alongside top-tier professionals in a dynamic, innovative environment that values expertise and data-driven results. Known for innovative, cross-asset strategies beyond equities Focused on alpha generation, risk management, and market precision Seeking Quantitative Researchers with expertise in Non-Equity, Cross-Asset...


  • United Kingdom Harrington Starr Full time

    Senior Quantitative Analyst – London (Hybrid) My client is looking to expand their Quantitative Modelling Team and is looking for talented individuals with a passion for sports and mathematics. With partnerships across the USA, UK, and Europe, this is a unique opportunity to shape the future of their technical platforms, including sportsbook, lottery,...


  • United Kingdom Algorithmic Sciences Full time

    Our proprietary trading firm and scientific research company is looking for a new member of its senior management team to join as CTO and become a potential business partner. The position can be fulfilled on a full-time or part-time basis depending on our agreement. The position is remote, the candidate can reside in any country. We're looking for at...

  • Performance Developer

    3 months ago


    United Kingdom Cititec Talent Full time

    Senior Quantitative Developer Commodities Trading London, UK (hybrid) Our client is a global leader in the energy and commodities markets, helping clients navigate complex markets to maximize revenues and minimize risks. Build, enhance, test and maintain quantitative models specialized for the needs of trading and risk managers, including derivatives...


  • United Kingdom Algorithmic Sciences Full time

    Our proprietary trading firm and scientific research company is looking for a new member of its senior management team to join as CTO and become a potential business partner. The position can be fulfilled on a full-time or part-time basis depending on our agreement. The position is remote, the candidate can reside in any country.We're looking for at least 12...


  • United Kingdom Algorithmic Sciences Full time

    Our proprietary trading firm and scientific research company is looking for a new member of its senior management team to join as CTO and become a potential business partner. The position can be fulfilled on a full-time or part-time basis depending on our agreement. The position is remote, the candidate can reside in any country.We're looking for at least 12...


  • United Kingdom Algorithmic Sciences Full time

    Our proprietary trading firm and scientific research company is looking for a new member of its senior management team to join as CTO and become a potential business partner. The position can be fulfilled on a full-time or part-time basis depending on our agreement. The position is remote, the candidate can reside in any country. We're looking for at least...

  • Quant Developer

    2 weeks ago


    United Kingdom Qenexus Full time

    You will help with the system-wide design and build out of a Quantitative Equities portfolio focused on high-frequency signals and alphas. Developing trading and research architecture and infrastructure. Building high-performance components for both live trading and simulation. Developing a seamless platform to handle all aspects of quant...

  • Performance Developer

    3 weeks ago


    United Kingdom Place. Full time

    You're at your best when using maths to solve complex problems. That's why you're pursuing a career in the rewarding quantitative development space. Ideally, you'll be a recent graduate or an entry level developer with a Masters of PhD in Mathematics (or similar). We would also consider someone with one to two years commercial experience in a non...

  • Performance Developer

    3 weeks ago


    United Kingdom Place. Full time

    You're at your best when using maths to solve complex problems. That's why you're pursuing a career in the rewarding quantitative development space. Ideally, you'll be a recent graduate or an entry level developer with a Masters of PhD in Mathematics (or similar). We would also consider someone with one to two years commercial experience in a non...

  • Python Developer

    3 weeks ago


    United Kingdom Selby Jennings Full time

    Python Developer - Quantitative Investment Management Our client, a leading global quantitative and systematic investment manager, is seeking a skilled Python Developer to join their innovative team. This role involves managing extensive datasets, designing and implementing data stores and APIs, and supporting quantitative researchers and traders. ...

  • Python Developer

    3 weeks ago


    United Kingdom Selby Jennings Full time

    Python Developer - Quantitative Investment Management Our client, a leading global quantitative and systematic investment manager, is seeking a skilled Python Developer to join their innovative team. This role involves managing extensive datasets, designing and implementing data stores and APIs, and supporting quantitative researchers and traders. ...