Front Office Engineer – Structured Products, Risk & Pricing 💻⚡ Structured & Commodities Trading | Up to £150,000 + Bonus + Benefits 💷 | Hybrid – London 🚂
Front Office Engineer – Structured Products, Risk & Pricing 💻⚡
Structured & Commodities Trading | Up to £150,000 + Bonus + Benefits 💷 | Hybrid – London 🚂
A leading trading business operating across Commodities, FX, and Structured Products is hiring a C# Front Office Engineer to join a desk-aligned technology team supporting a mission-critical pricing and risk platform used directly by traders and structurers 📊.
The role sits within a team responsible for building and enhancing pricing applications covering vanilla and structured derivatives, with a strong focus on options. The platform supports products across multiple asset classes, helping the business diversify product exposure while actively managing business and market risk in volatile environments 📈.
With continued expansion into structured and cross-asset products, the firm is investing heavily in front-office pricing architecture to ensure scalability, performance, and robust risk management as notional volumes grow.
The Role 🚀
As a Front Office Engineer, you will work on core pricing, valuation, and risk services underpinning trading decisions across structured commodities, FX, and options products.
You’ll contribute to systems that support trade capture, valuation, P&L explain, sensitivities (Greeks), and risk aggregation — covering individual trades through to portfolios with exposures up to 150k+ across structured strategies.
Operating in a highly business-facing environment, you will collaborate directly with traders, structurers, and risk managers to deliver solutions that manage both pricing complexity and market risk exposure in real time 🔄.
Key Responsibilities 🧩
- Design and build C#/.NET pricing components for options and structured derivatives
- Develop and enhance valuation and risk engines (Greeks, scenario analysis, stress testing)
- Support pricing applications handling high notional structured trades and complex payoff profiles
- Partner with front-office stakeholders to translate trading requirements into scalable system design
- Contribute to architecture decisions across distributed services and pricing libraries
- Improve performance and reliability of pricing calculations under tight latency constraints ⏱️
- Support production issues impacting live trading and risk management 🔥
- Apply strong engineering standards: testing, code reviews, documentation, CI/CD ✅
Required Background 🎯
- Strong C#/.NET development experience (typically 4–8+ years)
- Experience building pricing or risk systems within a trading environment
- Solid understanding of derivatives, particularly options (commodities or FX preferred) 📉📈
- Experience working in a front-office or desk-facing engineering team
- Good understanding of market risk concepts (delta, gamma, vega, VaR, stress)
Highly Desirable ⭐
- Experience with structured products and non-linear payoffs
- Exposure to commodities markets (Power, Gas, Oil, LNG, Environmental) or FX options
- Experience supporting large structured trades and high-value pricing applications
- Understanding of business risk vs. market risk drivers in trading environments
- Strong quantitative and analytical mindset 🧠
Technical Stack 🛠️
- C#, .NET / .NET Core
- Distributed pricing services & microservice architecture
- Cloud (AWS / Azure) ☁️
- SQL Server, MongoDB, Redis
- Containers & CI/CD (Docker, pipelines) 📦
- Git
Nice to have: Python, C++, analytics library integration, performance optimisation, TDD ➕
Working Environment 🏦
- Front-office, desk-aligned engineering
- Direct interaction with traders, structurers, and risk teams
- High-impact, business-critical delivery
- Strong ownership and visibility of work delivered
Package & Process 💼
- Permanent role
- Up to £150,000 base + bonus + benefits 💷
- Hybrid working (London-based) 🏙️
- Immediate interview process ⚡
If you're a C# Front Office Engineer with strong options and structured product exposure, and you want to build pricing technology that directly supports trading, diversification strategy, and market risk management, apply now or get in touch for a confidential discussion 📩.