Quant Developer - Curves & Risk (Commodities)

Quant Developer - Curves & Risk Pricing & Risk Stack Pricing & VaR platform engineering 6 month contract 700-770/day OUTSIDE IR35 Central London, 4 days/week onsite MUST have experience of oil and/or gas/LNG commodities trading environment MUST have current authorisation to work unrestricted in UK currently and for the next 12 months without need for sponsorship MUST be prepared to work onsite in central London 4 days/week The role We're hiring a strong engineer someone who builds, not someone who waits to be told what to build to work intensively on the core of our pricing stack: market data, the curves platform and the VaR platform. You'll be writing the distributed Python that turns market data and curves into risk at scale on AWS and Ray, with enough functional understanding of commodities to challenge the requirement, not just implement it. Context Pricing & Risk Technology owns the chain that turns raw market data into curves, and curves plus positions into P&L and risk. Two pl...