Quant Dev - Pricing & Risk Stack

Senior Quant Developer – Pricing & Risk Platform

Location: London (Hybrid)

Contract: Initial 6 months (likely extension)

Rate: Up to £770/day Outside IR35

Sector: Energy Trading / Commodities

The Opportunity

Our client, a leading organisation operating within global energy and commodities markets, is seeking a Senior Quant Developer to join its Pricing & Risk Technology team.

This is a highly technical role for an engineer who enjoys building production systems that directly support pricing, risk and trading activities. You will work on the core platforms that transform market data into pricing curves, and pricing curves into P&L and risk calculations across oil, gas and power markets.

The successful consultant will combine strong Python engineering skills with experience of pricing, risk, market data or quantitative systems within trading environments.

The Role

You will contribute to two critical platforms:

• Curves Platform – responsible for building and maintaining pricing and forward curves used throughout the business.
• Risk & VaR Platform – responsible for large-scale risk calculations, scenario analysis and P&L generation.

Working closely with quants, traders, market data specialists and technology teams, you will help build scalable, distributed solutions capable of supporting both end-of-day and increasingly intraday risk and pricing requirements.

Key Responsibilities

• Develop and enhance pricing and curve construction platforms.
• Build and maintain dependency-driven calculation engines and pricing frameworks.
• Develop distributed risk and scenario calculation capabilities.
• Optimise large-scale numerical workloads and improve platform performance.
• Build robust, well-tested Python applications used within production trading environments.
• Design scalable cloud-based solutions using AWS services.
• Develop and maintain CI/CD pipelines and software engineering best practices.
• Collaborate closely with quantitative, trading, market data and technology teams.
• Challenge requirements and contribute to solution design and architecture decisions.
• Improve observability, monitoring, resilience and operational performance.
• Support the ongoing evolution towards intraday pricing and risk capabilities.

Required Experience

• 5–10 years of software engineering experience within financial markets, trading or quantitative environments.
• Strong Python development experience.
• Experience with numerical libraries such as NumPy and Pandas.
• Experience building production-grade software platforms.
• Experience designing scalable systems and distributed processing solutions.
• Experience with cloud platforms, particularly AWS.
• Strong software engineering fundamentals including testing, CI/CD and code quality.
• Experience supporting pricing, risk, market data or quantitative platforms.
• Understanding of curves, pricing, P&L or risk concepts.
• Experience working directly with business users, quants or traders.

Desirable Experience

• Commodities, energy, oil, gas or power markets.
• VaR or risk engine development.
• Pricing libraries or quantitative analytics platforms.
• Distributed computing technologies such as Ray, Dask or Spark.
• Market data pipelines or time-series data platforms.
• Near real-time or intraday risk systems.
• Containerisation technologies such as Docker or Kubernetes.
• Infrastructure as Code and cloud-native engineering.
• Quantitative, mathematical or scientific computing backgrounds.
• Experience using AI-assisted development tools.

Suitable Backgrounds

Candidates may currently hold titles such as:

• Quant Developer
• Senior Quant Developer
• Quantitative Developer
• Pricing Engineer
• Risk Engineer
• Front Office Developer
• Market Risk Developer
• Pricing Platform Engineer
• Quantitative Software Engineer
• Risk Technology Engineer
• Pricing & Risk Engineer

(This is NOT an exhaustive list!)

The Individual

The successful candidate will be:

• A strong engineer who enjoys building and owning systems.
• Comfortable operating in fast-paced trading environments.
• Commercially minded and technically curious.
• Confident challenging existing approaches and proposing improvements.
• Passionate about performance, scalability and code quality.
• Interested in understanding the business problems behind the technology.
• Able to work effectively with quants, traders and technical teams.

This represents an excellent opportunity to join a highly regarded organisation operating within global energy markets, delivering technology that directly supports pricing, risk management and commercial trading decisions.