C# Developer – Commodities Pricing - Quanteam

Who We Are Looking For

Quanteam UK are seeking a C# developer, with two or more years' relevant experience, to join a proximity development team working alongside a global markets business with a focus on commodities. The role involves delivering software applications that support traders, including the integration of pricing libraries and tools used to price deals, and following an in-house development lifecycle from needs analysis through to delivery and support. The role is available on either a permanent or a contract basis.

Key responsibilities:

1. Gathering and anticipating user needs, analysing them and defining the required specifications.
2. Proposing alternative solutions where applicable, with comparative studies to support decision making.
3. Implementing and delivering agreed solutions, together with ongoing support and documentation.
4. Tracking bugs and contributing to the continuous evolution of applications.
5. Making recommendations on architecture, technologies and IT solutions.
6. Analysing and resolving issues, escalating where appropriate.
7. Following the development standards, methodologies and procedures of the global proximity development team.
8. Working with quantitative analysts, middle office and other relevant teams.
9. Providing hands-on support to onboard new products.
10. Proposing new projects to the business, including innovative solutions, support for new business and products, efficiency improvements and operational risk reduction.
11. Taking part in training and skills assessments at regular intervals, and adhering to applicable compliance rules.
12. Providing timely progress updates to management and liaising regularly with the head of the development team.

Technical Competence

Required:

1. Object-oriented development experience in C#.
2. Knowledge of architectural patterns such as N-Tier and MVVM.
3. Experience with web and UI technologies, including REST APIs, WPF and Angular.
4. Knowledge of frameworks such as Unity, Spring, Prism or Castle.
5. Experience integrating pricing libraries and pricing tools to enable traders to price deals.
6. Experience within financial markets.
7. Good understanding of listed and OTC derivatives, and of linear and non-linear risk.
8. Good understanding of options and first- and second-order Greeks, including multi-asset measures such as cross gamma, vega and volga.
9. Good understanding of implied volatility curves and smiles.
10. Exposure to curve marking and publishing, covering linear and composite curves.

Desirable:

1. Commodities experience, for example oil, natural gas or power.

Behavioural Competence

1. A strong interest in the global markets business.
2. Analytical and problem-solving skills, with sound judgement on when to escalate.
3. Clear communication, with the ability to gather requirements from and work alongside traders, quantitative analysts and support teams.
4. A proactive approach to identifying improvements and proposing new solutions.
5. Good organisation and the ability to keep management informed of progress.
6. A willingness to follow established standards and to keep developing technical and business knowledge.

Diversity and Inclusion

We are committed to a diverse and inclusive workplace where all individuals are respected and valued. We welcome applicants from every background and uphold equality across all characteristics. Diversity drives innovation and strengthens our ability to deliver exceptional results. Our aim is an environment where everyone can thrive and contribute to collective success.