1 of 1 Contract Quantitative Research Jobs in Central London

Development* Reports To: Pricing and Risk Development Lead - London* Type: Full-Time, contract, onsite This global trading and investment group operates across energy, commodities, and financial markets, combining advanced quantitative methods with large-scale technology infrastructure. Its London engineering hub plays a central role in developing analytics that power Front Office trading, pricing, and risk systems across oil, power … Heston, SABR, and Monte Carlo-based approaches for structured instruments (APOs, CSOs, ULDs, P1X). Design and maintain volatility surface calibration workflows, including interpolation, extrapolation, and smoothing. Collaborate with quantitative researchers and data engineers to translate model specifications into robust, production-grade code. Manage market data dependencies, Proxy logic, and curve handling for valuation and risk analytics. Enhance model … environments (AWS ECS, Lambda, S3) and DevOps tools (Git, Jenkins, Docker/Kubernetes). Knowledge of C++ or C# for potential model integration advantageous. Ability to interpret and implement quantitative research efficiently and transparently. Profile 5-10 years of experience in quantitative development or model engineering within trading, banking, or commodities. Advanced degree (Master's or PhD More ❯