Salary: £130-140k base + £50-70k bonus

Unique opportunity for a junior modern C++ engineer to join one of the world’s most prestigious hedge funds in a brand-new role within the centralized Commodities Quant team.

In this critical role, you’ll working closely with derivatives quants and data scientists across the business to research and develop commodities quantitative models specific to the risk & portfolio managers’ needs. All greenfield work, your focus will be quantitative analysis models for derivatives, including calculation and aggregation of raw risk metrics (the Greeks), risk projections, forward curve and volatility surface construction, handling timeseries data for the construction of price and volatility scenarios, and modeling of Value at Risk (VaR) with both historical and factor-based approaches.

This opportunity provides a collaborative, entrepreneurial and fast-paced environment with excellent opportunities for career growth.