At a Glance
- Tasks: Develop and optimise C++ quantitative libraries for commodities pricing and analytics.
- Company: Join a leading global financial institution known for innovation and collaboration.
- Benefits: Long-term contract with competitive pay and opportunities for professional growth.
- Other info: Dynamic trading floor environment with excellent career advancement potential.
- Why this job: Make a real impact in the fast-paced world of commodities trading and quantitative development.
- Qualifications: 10+ years in quantitative development, strong C++ skills, and a passion for commodities.
The predicted salary is between 72000 - 108000 £ per year.
Contract: 12 months extendable (Long term position)
About the Company
Our client is a major global financial institution with a strong presence across investment banking, commodities trading, and quantitative research. The organisation is known for its disciplined risk culture, high‑performance technology infrastructure, and commitment to innovation. Operating on integrated trading floors across key financial hubs, the firm fosters close collaboration between trading, sales, quants and technology teams to support complex derivatives businesses and cutting‑edge quantitative development.
Job Description
The Commodities Quantitative Analytics team is seeking a highly experienced Senior Quant Developer to support and enhance the front‑office commodities business, primarily across energy and metals markets. The role focuses on building, optimising and maintaining the C++ quantitative library used for pricing, analytics and modelling across both linear and non‑linear derivatives. The successful candidate will work closely with traders, structurers, IT and other front‑office teams directly on the trading floor, delivering pragmatic, production‑ready quantitative solutions under time‑critical conditions. This position requires a hands‑on quant who is comfortable working under pressure, able to communicate clearly with non‑quants, and capable of producing robust, transparent and well‑documented code.
Key Responsibilities:
- Develop, extend and maintain the front‑office C++ quant library used for pricing and risk across commodities products.
- Design and implement models for energy, natural gas, power, carbon emissions, base metals, precious metals, and related derivatives.
- Contribute to the build‑out of a new Monte Carlo framework and advanced spread options modelling capabilities.
- Work closely with traders, sales, structuring and IT to deliver robust, transparent and production‑ready quantitative tools.
- Produce high‑quality C++ code suitable for real‑time production environments and manage urgent fixes when issues arise.
- Ensure models accurately reflect the characteristics and dynamics of commodities markets, including differences between OTC and listed products.
- Participate in cross‑functional discussions and communicate quantitative results and methodologies clearly.
Ideal Qualifications
- 10+ years quantitative development experience within front‑office environments (investment banks or hedge funds).
- Strong C++ development expertise with experience building high‑performance quantitative libraries.
- Deep understanding of commodities markets is highly desirable, particularly energy and metals; open to other asset class experience if there is a strong interest in a move to commodities.
- Knowledge of derivatives, including linear and non‑linear products, curves, strippers and volatility modelling.
- Ability to work pragmatically under pressure and deliver fast, reliable solutions to production issues.
- Engineering degree and a Master's in quantitative finance, financial engineering or a related discipline.
- Cross‑asset experience and a clear interest in commodities modelling, with the curiosity and adaptability to work across new products.
Quantitative Developer - Commodities in London employer: Selby Jennings
As a leading global financial institution, our client offers an exceptional work environment for Quantitative Developers, particularly in the dynamic commodities sector. With a strong emphasis on innovation and collaboration, employees benefit from a high-performance culture that encourages professional growth and development, alongside access to cutting-edge technology and resources. The opportunity to work directly on the trading floor with cross-functional teams ensures that every contribution is impactful and valued, making it a rewarding place for those seeking to excel in their careers.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Developer - Commodities in London
✨Tip Number 1
Network like a pro! Get out there and connect with folks in the commodities and finance sectors. Attend industry events, join relevant online forums, and don’t be shy about reaching out on LinkedIn. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! If you’ve got a portfolio of projects or contributions to open-source C++ libraries, make sure to highlight them. Create a GitHub profile showcasing your work, especially anything related to quantitative development or commodities. It’s a great way to demonstrate your expertise!
✨Tip Number 3
Prepare for those interviews! Brush up on your C++ knowledge and be ready to discuss your experience with quantitative models and commodities markets. Practice coding challenges and be prepared to explain your thought process clearly. Remember, communication is key, especially when talking to non-quants!
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities that might just be perfect for you. Keep an eye on our listings and make sure your application stands out by tailoring it to the specific role you’re after. Let’s land that job together!
We think you need these skills to ace Quantitative Developer - Commodities in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the Quantitative Developer role. Highlight your C++ expertise and any relevant experience in commodities markets. We want to see how your skills align with what we're looking for!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about quantitative development and how your background makes you a perfect fit for our team. Keep it concise but impactful!
Showcase Your Projects:If you've worked on any relevant projects, especially those involving C++ or commodities, make sure to mention them. We love seeing practical examples of your work that demonstrate your problem-solving skills and technical prowess.
Apply Through Our Website:Don't forget to apply through our website! It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it helps us keep everything organised on our end!
How to prepare for a job interview at Selby Jennings
✨Know Your C++ Inside Out
Make sure you brush up on your C++ skills before the interview. Be prepared to discuss your experience with building high-performance quantitative libraries and be ready to solve coding problems on the spot. Practising common algorithms and data structures in C++ can really help you shine.
✨Understand Commodities Markets
Since the role focuses on energy and metals, it’s crucial to have a solid grasp of these markets. Research current trends, key players, and recent developments in commodities trading. Being able to discuss how market dynamics affect pricing and risk will show your genuine interest and expertise.
✨Communicate Like a Pro
You’ll need to work closely with traders and non-technical teams, so practice explaining complex quantitative concepts in simple terms. Prepare examples of how you've successfully communicated technical information in the past, as this will demonstrate your ability to collaborate effectively.
✨Showcase Your Problem-Solving Skills
Be ready to discuss specific instances where you’ve tackled urgent production issues or developed innovative solutions under pressure. Highlight your pragmatic approach and how you ensure your code is robust and well-documented, as this is key for the fast-paced environment of front-office roles.
