Commodities Quantitative Developer Location: London Department: Quantitative Research & Technology Reports To: Head of Quantitative Development / Commodities PM Role Overview: We are looking for a highly skilled and motivated Quantitative Developer to join our commodities trading team. The successful candidate will play a key role in building and maintaining the infrastructure, models, and tools that support systematic and discretionary trading strategies across global commodity markets. Key Responsibilities: Design, develop, and maintain robust, scalable systems for data ingestion, processing, and analysis across energy, metals, and agricultural markets. Collaborate with Portfolio Managers and Quant Researchers to implement and optimize trading models and signals. Build and enhance backtesting frameworks and simulation environments for strategy evaluation. Develop tools for real-time monitoring, risk management, and performance attribution. Ensure high standards of code quality, testing, and documentation. Integrate third-party data sources and APIs into the research and trading infrastructure. Support the deployment of models into production environments with a focus on reliability and latency. Qualifications & Experience: Strong programming skills in Python, C++, or Java; experience with cloud platforms (AWS, Azure) is a plus. Solid understanding of data structures, algorithms, and software engineering principles. Experience working with time-series data, market microstructure, and financial databases (e.g., Bloomberg, Refinitiv, Quandl). Familiarity with commodities markets and derivatives (futures, options, swaps). Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or related field. Experience with CI/CD pipelines, containerization (Docker), and version control (Git).