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
- Realistically around 1-3 years of commercial experience post-graduation
- 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
- Very collaborative culture, ideas are implemented
Junior C++ Quant Developer – Commodities London
#J-18808-Ljbffr
Junior C++ Quant Developer – Commodities employer: Oxford Knight
Join a market-leading global hedge fund in London, where innovation meets technology in a vibrant and collaborative work culture. As a Storage Engineer, you'll have the opportunity to work with cutting-edge tools and some of the brightest minds in the industry, all while enjoying a competitive salary, bonuses, and a supportive environment that fosters professional growth and development. This is not just a job; it's a chance to redefine storage infrastructure in a dynamic setting that values fresh ideas and technical excellence.
