https://jobs.co.uk/job/commodities-quant-modeller-huxley-associates--c3afe220-2f96-4c9c-9cc7-08b1d90258bf RSS feed for Commodities Quant Modeller at Huxley Associates. en-gb Sat, 25 Jul 2026 02:36:46 GMT https://jobs.co.uk/job/commodities-quant-modeller-huxley-associates--c3afe220-2f96-4c9c-9cc7-08b1d90258bf https://jobs.co.uk/job/commodities-quant-modeller-huxley-associates--c3afe220-2f96-4c9c-9cc7-08b1d90258bf Thu, 23 Jul 2026 23:00:00 GMT Location: City of London | Salary: £180000 - £200000/annum | Type: Permanent | Commodities buy side Hedge Fund requires a Oil Quant Modeller to build and implement models for the Oil Trading platform. This role sits within Coremont''s Product Analytics team and carries responsibility for expanding and maintaining quantitative capabilities across commodities. The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets. The functionality of the library is exposed to clients through is a web based cross-asset Portfolio Management System which provides clients with real time pricing, scenario, risk and P&L on their portfolios as well as the ability to structure and overlay new positions. Clarion and the underlying analytics have a proven track record of supporting some of the most quantitative hedge fund traders in the world. Role and responsibilities: The successful candidate will join buy side hedge fund and is expected to contribute to the development and enhancement of new and existing models/analytics in the core Quant Analytics library (written in C++). Furthermore, the individual is expected to develop and enh... Permanent