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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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