Salary: £130-140k base + £50-70k bonus

Unique opportunity for a junior modern C++ engineer to join one of the world’s most prestigious hedge funds in a brand-new role within the centralized Commodities Quant team.

In this critical role, you’ll working closely with derivatives quants and data scientists across the business to research and develop commodities quantitative models specific to the risk & portfolio managers’ needs. All greenfield work, your focus will be quantitative analysis models for derivatives, including calculation and aggregation of raw risk metrics (the Greeks), risk projections, forward curve and volatility surface construction, handling timeseries data for the construction of price and volatility scenarios, and modeling of Value at Risk (VaR) with both historical and factor-based approaches.

This opportunity provides a collaborative, entrepreneurial and fast-paced environment with excellent opportunities for career growth.

Skills and Experience Required
*Experience with and understanding of modern C++ (at least C++17, ideally later)
*Strong programming skills with clean reliable code
*Keen interest in commodities markets
*Realistically around 1-3 years of commercial experience post-graduation

Desirable
*Familiarity with at least one commodities asset class, e.g. energy, ags and softs, or base metals
*Previous experience researching and building risk models for commodities markets
*Hands-on experience with Python for prototyping and analysis

Benefits & Incentives
*Significant salary + a bonus tied to profits / trading strategy success
*Greenfield work / big impact
*Very collaborative culture, ideas are implemented


Contact
If you feel you’re suitable for this role, want to hear about similar positions, or would like help hiring similar developers for your company, please send your CV or get in touch:

Richard Allan

+44 (0)
in/richardallanok/