full-time
C++ Quantitative Analyst - Commodities
Saragossa
- Employer
- Saragossa
- Location
- London
- Working pattern
- on-site
About the role
Develop and implement pricing models for power and gas derivatives using a C++ pricing library. Apply option pricing theory and Monte Carlo simulation to price complex energy derivatives, working closely with traders, quants, and the quantitative development team. The role seeks a commodities quantitative analyst with solid C++ skills and a passion for modeling. Experience with pricing models, option pricing theory, and Monte Carlo simulation is relevant to the work.