Leading Commodity Trading House seeks Quantitative Developer * 12 Month Contract * 400-450pd

My client a leading commodity trading house seeks a quantitative developer to join their Quantitative Development team of Structuring and Valuation for a 12 month contract. This is an exciting opportunity for Quantitative Developer to join an established and dynamic team.

The successful quantitative developer will work closely with the Front Office as well as IT, risk control and other areas of business to help provide solutions for the day to day trading requirements. They will help identify improvements to current models, research new architectures and help document and support other trading applications.

The ideal quantitative developer candidate will have:

• Experience in the money markets.
• Good track record in high end development using C# and C++.
• Windows and MS Excel skills – VBA, COM, .net, XLA and XLL.
• An advanced quantitative degree (Masters/PhD/Masters).
• Experience in energy trading.
• Knowledge of high level scripting language eg. Python, Ruby.
• Valuations and risk analysis methods for complex products/derivatives instruments knowledge.
• Excellent communications skills.

400-450pd (dependant on experience). Immediate requirement. Interested? Apply now!