Junior C++ Quant Developer β€” Commodities Risk Models

Junior C++ Quant Developer β€” Commodities Risk Models

Full-Time 30000 - 40000 Β£ / year (est.) No working from home possible
Oxford Knight

At a Glance

  • Tasks: Build cutting-edge quantitative models for risk and pricing in a dynamic environment.
  • Company: Join a world-leading hedge fund with a focus on innovation and collaboration.
  • Benefits: Generous bonuses, strong growth opportunities, and a supportive team culture.
  • Other info: Exciting chance to work alongside quants and data scientists on real-world challenges.
  • Why this job: Make an impact in the commodities market while developing your C++ skills.
  • Qualifications: Familiarity with modern C++ and a passion for quantitative analysis.

The predicted salary is between 30000 - 40000 Β£ per year.

Oxford Knight is hiring a junior modern C++ engineer to join the Commodities Quant team at a world-leading hedge fund.

This greenfield role focuses on building quantitative models for risk and pricing, collaborating with quants and data scientists.

You will work on derivatives risk metrics, Va R modeling, forward curves, time-series data, and volatility surfaces, with Python for prototyping.

The position offers strong growth, a collaborative culture, and a generous bonus tied to trading success.

#J-18808-Ljbffr

Junior C++ Quant Developer β€” Commodities Risk Models employer: Oxford Knight

As one of the world's leading algorithmic trading firms, we offer an exceptional work environment where innovation thrives. Our friendly and informal culture fosters collaboration across teams, allowing you to tackle complex challenges with cutting-edge technologies while enjoying a market-leading salary and generous benefits. Join us to make a significant impact in the financial sector and advance your career in a role that values your contributions and expertise.

Oxford Knight

Contact Details:

Oxford Knight Recruitment Team

We think you need these skills to ace Junior C++ Quant Developer β€” Commodities Risk Models

C++
Quantitative Modelling
Risk Metrics
VaR Modelling
Derivatives
Time-Series Data Analysis
Volatility Surfaces