Quant Developer

We have a current opportunity for a Quant Developer on a permanent basis. The position will be based in London. For further information about this position please apply.

Requirements

• 10-15 years combined quant research and software engineering; minimum 5 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, gamma, vega, volga, vanna, theta; PnL attribution and daily risk reconciliation
• VaR, stressed VaR, and scenario analysis implementation; working knowledge of regulatory capital frameworks
• Commodity modelling: term structure, forward curve construction, seasonality, convenience yield, and basis risk
• Real-time pricing and risk system design - latency-aware implementation, incremental recalculation, and feed-driven revaluation
• Backtesting framework design: walk-forward validation, statistical significance testing, and performance attribution
• Production-quality Python and/or C++ - code an engineer can review, a CI pipeline can test, and an ops team can support
• kdb+/q, DB, or TimescaleDB for high-frequency time-series market data storage and analysis
• Ability to set a research agenda independently and communicate risk and findings clearly to senior traders and management
• Cloud infrastructure - Azure preferred, AWS considered; IAM, managed 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
• Open-source quant library contributions, published research, or CQF/MFE/PhD in a quantitative discipline

To find out more about Huxley, please visit (url removed)

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 8 Bishopsgate, London, EC2N 4BQ, United Kingdom | Partnership Number | OC(phone number removed) England and Wales