Junior C++ Quant Developer

We're working with a highly prestigious global hedge fund renowned for its innovative financial strategies and significant market impact. This firm offers a dynamic, entrepreneurial environment where cutting-edge technology meets sophisticated financial modeling to drive success.

The Role

• Develop and implement commodities quantitative models for risk and portfolio managers.
• Focus on greenfield projects, including calculation of risk metrics (Greeks), risk projections, and volatility surface construction.
• Handle timeseries data for price and volatility scenarios.
• Model Value at Risk (VaR) using historical and factor-based approaches.
• Collaborate closely with derivatives quants and data scientists.
• Contribute to a collaborative, entrepreneurial, and fast-paced environment with significant career growth opportunities.

What You'll Need

• Experience with modern C++ (C++17 or later).
• Strong programming skills, producing clean and reliable code.
• Keen interest in commodities markets.
• Approximately 1-3 years of commercial experience post-graduation.
• Familiarity with at least one commodities asset class (e.g., energy, ags and softs, or base metals) is a plus.
• Previous experience researching and building risk models for commodities markets is a plus.
• Hands-on experience with Python for prototyping and analysis is a plus.

What's On Offer

• Significant salary with bonus tied to profits/trading strategy success.
• Opportunity for greenfield work and significant impact.
• Highly collaborative culture where ideas are implemented rapidly.

Apply via Haystack today!