C++ Developer Commodities Quant Trading Developer

Top tier Energy Trading client requires a senior C++ Pythom Quant Strat develop core components for the new Risk & PnL engine:

• Technical excellence: Implement clean, well-documented, tested, and extensible code
• Ownership: Be responsible for the performance and reliable operation of core components of the new Risk & PnL engine
• Teamwork: Collaborate closely with the rest of the team to implement high-performance pricers for our full spectrum of physical and financial trades
• Architectural vision: Ensure integration in broader Vitol infrastructure and systems, develop an overall understanding of our systems architecture and become a sparring partner to the Risk Architect

Qualifications

• 8+ years' experience/full proficiency in C++ 17/20 Some familiarity with Python
  • Ability to architect and implement code to address high-level requirements
  • Experience implementing high-performance algorithms & grid computations
• Master's/PhD in computer science, applied mathematics, financial engineering, or an equivalent field from a top university
• Strong sense of ownership, ability to work independently as well as in a team
• Interest in business and how end users will use the product
• Excellent communication and interpersonal skills.
• Full proficiency communicating in English in a business context (verbal & written)

Additional Information

• Substantial prior experience with implementing or working with a Risk & PnL engine
• Interest in financial and commodities markets
• SysAdmin experience, e.g. cloud infrastructure, Redis, Kafka, CMake, network sockets tech

If the above appeals, please ping CV in word format to:

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