Saragossa, a leading energy trading firm in the United Kingdom, is seeking a quant with strong C++ skills to develop pricing models for power and gas derivatives.
You will work primarily with a C++ pricing library, applying advanced option pricing theory and Monte Carlo simulation techniques to price complex energy derivatives. Collaborating with traders, quants, and a dedicated dev team, you’ll help reinforce our position in power, gas, and emissions markets.
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C++ Energy Derivatives Quant employer: Saragossa
Saragossa is an exceptional employer located in the vibrant city of London, offering a dynamic work culture that fosters innovation and collaboration. As a member of our team, you'll enjoy meaningful growth opportunities while working on cutting-edge ML-driven projects that directly impact our research platform. With a focus on real ownership and a clean-slate environment, we empower our employees to turn ideas into actionable strategies, making your contributions truly valuable.
