Commodity Pricing Engine Developer

About the Role

We are seeking a highly skilled Commodity Pricing Engine Developer to design, build, and enhance a bespoke pricing engine that generates real-time prices for client RFQ (Request for Quote) workflows. The ideal candidate will have deep expertise in commodity derivatives pricing, quantitative model development, and software engineering, with a strong focus on delivering accurate and low-latency pricing solutions in trading environments. Key Responsibilities Design, develop, and maintain pricing models for commodity and OTC derivatives products. Build, calibrate, and validate quantitative pricing models to ensure accuracy and robustness. Develop and enhance a bespoke pricing engine for RFQ quote generation. Integrate pricing models with market data feeds, trading platforms, and RFQ systems. Optimize pricing calculations for real-time performance and low-latency execution. Collaborate with traders, quants, and technology teams to translate business requirements into scalable solutions. Conduct model testing, performance analysis, and continuous improvements. Ensure compliance with model governance, validation standards, and risk management frameworks. Support production deployments and troubleshoot pricing-related issues. Required Skills & Experience Strong experience in Commodity Derivatives or OTC Derivatives Pricing. Proven expertise in Quantitative Development, including model creation, calibration, and validation. Deep understanding of financial mathematics and derivatives valuation techniques. Strong software engineering skills with proficiency in: Python C++ Java Similar object-oriented programming languages Experience integrating pricing systems with market data and trading platforms. Strong problem-solving and analytical skills. Ability to work effectively in a fast-paced trading environment.

Preferred Qualifications

Experience building real-time pricing engines within electronic trading (e-Trading) environments. Knowledge of Bloomberg market data integration. Experience with messaging technologies and connectivity frameworks. Familiarity with distributed systems and high-performance computing concepts. Understanding of commodity markets, trading workflows, and risk management processes. Find Jobs in United Kingdom on Arbeitnow