Social network you want to login/join with:Junior C++ Quant Developer – Commodities, London

col-narrow-leftClient:

Oxford KnightLocation:

London, United KingdomJob Category:

Other-EU work permit required:

Yescol-narrow-rightJob Reference:

79c0557c79f0Job Views:

16Posted:

12.08.2025Expiry Date:

26.09.2025col-wideJob Description:

Unique opportunity for a 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 work closely with derivatives quants and data scientists across the business to research and develop commodities quantitative models specific to the risk and portfolio managers’ needs. All greenfield work, your focus will be on 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 RequiredExperience with and understanding of modern C++ (at least C++17, ideally later)Strong programming skills with clean, reliable codeRealistically around 1-3 years of commercial experience post-graduationFamiliarity with at least one commodities asset class, e.g., energy, ags and softs, or base metalsPrevious experience researching and building risk models for commodities marketsHands-on experience with Python for prototyping and analysisBenefits and IncentivesSignificant salary + a bonus tied to profits / trading strategy successVery collaborative culture, ideas are implemented

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