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Contract

Quantitative Developer

City
money-bag 10000-500000 Daily
3031826232
Posted 5 days ago

Quant Developer - Pricing andamp; Risk TechnologyLocation: London*Function: Trading Technology/Pricing andamp; Risk Development*Reports To: Pricing and Risk Development Lead - London*Type: Full-Time, contract, onsite This global trading and investment group operates across energy, commodities, and financial markets, combining advanced quantitative methods with large-scale technology infrastructure. Its London engineering hub plays a central role in developing analytics that power Front Office trading, pricing, and risk systems across oil, power, gas, and equity products. OverviewThe Quant Developer will design, enhance, and maintain Python-based pricing and valuation libraries used across global trading desks. These libraries underpin Real Time and end-of-day risk workflows and ensure consistency between valuation, risk, and Front Office systems. The role requires a technically skilled developer with a solid grasp of financial mathematics and derivatives pricing, capable of implementing and optimising complex models in a production setting. Key Responsibilities Develop and maintain Python pricing and risk libraries covering vanilla and structured options across commodities and equities. Implement and calibrate models such as Black-Scholes, Heston, SABR, and Monte Carlo-based approaches for structured instruments (APOs, CSOs, ULDs, P1X). Design and maintain volatility surface calibration workflows, including interpolation, extrapolation, and smoothing. Collaborate with

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