Commodity Pricing Engine Developer

<h2>About the Role</h2><p>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.</p><h2>Key Responsibilities</h2><ul><li>Design, develop, and maintain pricing models for commodity and OTC derivatives products.</li><li>Build, calibrate, and validate quantitative pricing models to ensure accuracy and robustness.</li><li>Develop and enhance a bespoke pricing engine for RFQ quote generation.</li><li>Integrate pricing models with market data feeds, trading platforms, and RFQ systems.</li><li>Optimize pricing calculations for real-time performance and low-latency execution.</li><li>Collaborate with traders, quants, and technology teams to translate business requirements into scalable solutions.</li><li>Conduct model testing, performance analysis, and continuous improvements.</li><li>Ensure compliance with model governance, validation standards, and risk management frameworks.</li><li>Support production deployments and troubleshoot pricing-related issues.</li></ul><h2>Required Skills & Experience</h2><ul><li>Strong experience in Commodity Derivatives or OTC Derivatives Pricing.</li><li>Proven expertise in Quantitative Development, including model creation, calibration, and validation.</li><li>Deep understanding of financial mathematics and derivatives valuation techniques.</li><li>Strong software engineering skills with proficiency in:</li><li>Python</li><li>C++</li><li>Java</li><li>Similar object-oriented programming languages</li><li>Experience integrating pricing systems with market data and trading platforms.</li><li>Strong problem-solving and analytical skills.</li><li>Ability to work effectively in a fast-paced trading environment.</li></ul><h2>Preferred Qualifications</h2><ul><li>Experience building real-time pricing engines within electronic trading (e-Trading) environments.</li><li>Knowledge of Bloomberg market data integration.</li><li>Experience with messaging technologies and connectivity frameworks.</li><li>Familiarity with distributed systems and high-performance computing concepts.</li><li>Understanding of commodity markets, trading workflows, and risk management processes.</li></ul><p>Find <a href="https://www.arbeitnow.co.uk">Jobs in United Kingdom</a> on Arbeitnow</a>