Quant Developer
- Hiring Organisation
- Huxley Associates
- Location
- City of London, London, United Kingdom
- Employment Type
- Permanent
- Salary
- £180000 - £200000/annum
years embedded in a front office (any asset class) Options pricing across the full surface - vanilla, spreads, and structured products in commodity or energy markets Vol surface calibration: smile fitting, SABR, SVI, Heston, or equivalent; arbitrage constraints and numerical stability in production Greeks and second-order risk: delta … services, automated and auditable deployment pipelines, secrets management Nice to Have Market making, systematic execution, or electronic trading in energy or commodity derivatives Asian options, barrier structures, or path-dependent exotics common in commodity markets Machine learning applied to vol forecasting, regime detection, or execution cost optimisation ...