Trading Desk Quant

About us:

Our mission is to facilitate the transition to a low-carbon economy by providing innovative financial solutions to our clients.

We are not just any energy and sustainability group; we\’re a dynamic, award-winning powerhouse! At the forefront of environmental innovation, we lead the charge in providing cutting-edge solutions for large-scale energy consumers. From guiding small business to corporate giants on their journey to achieve net zero emissions to expertly managing risks and supplying vital power and gas resources, we do it all. But wait, there\’s more! We\’re not content with just excelling in our current ventures – we thrive on pioneering new businesses and seizing energy investment opportunities.

Role:

We are seeking an exceptional Quantitative Developer to join our Structured Products Trading Team. In this role, you will work at the intersection of mathematical modelling, software engineering, and financial markets to build, optimize, and maintain our capability infrastructure that drives our non-linear derivatives trading operations.

Key responsibilities:

• Work closely with the Trading team to understand their needs and deliver effective solutions.

• Design, implement, and optimise models for pricing and risk management of complex non-linear derivatives (e.g., options, volatility products, and exotics).

• Develop high-performance numerical methods for model calibration, Monte Carlo simulations, and pricing.

• Build and maintain real-time trading systems that interface with market data feeds and execution venues.

• Create data visualisation tools to represent complex risk profiles and market dynamics.

• Collaborate with traders to implement new trading strategies.

• Develop and maintain a robust codebase to enhance performance, stability, and scalability.

• Contribute to the continuous refinement of trading infrastructure to adapt to evolving market conditions.

• Identify opportunities to eliminate or automate the remediation of recurring issues, improving the overall operational stability of software applications and systems.

Ideal candidate:

• Advanced degree in Computer Science, Mathematics, Physics, Engineering, or related quantitative field.

• Minimum two years of professional experience in quantitative finance or a related field.

• Strong programming skills in C++ and Python.

• Understanding of derivatives pricing theory, stochastic calculus, and numerical methods.

• Experience with performance optimisation techniques and parallel computing.

• Knowledge of financial markets, particularly options and exotics products.

• Familiarity with Linux/Unix environment and version control systems (Git).

• Excellent problem-solving skills and attention to detail.

The CF Group is committed to ensuring equal opportunities, fairness of treatment, dignity and respect, and the elimination of all forms of discrimination in the workplace for all employees/contractors and job applicants.

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