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