https://jobs.co.uk/job/quant-developer-huxley-associates--0037fb60-862b-452a-8210-c5e0a66af5a2 RSS feed for Quant Developer at Huxley Associates. en-gb Mon, 27 Apr 2026 09:18:14 GMT https://jobs.co.uk/job/quant-developer-huxley-associates--0037fb60-862b-452a-8210-c5e0a66af5a2 https://jobs.co.uk/job/quant-developer-huxley-associates--0037fb60-862b-452a-8210-c5e0a66af5a2 Mon, 30 Mar 2026 23:00:00 GMT Location: London | Salary: £180000 - £200000/annum | Type: Permanent | ETrading Companies edge in energy derivatives is built on the quality of our pricing, volatility models, and risk management. As Staff Vol Options Quant Engineer you will sit at the boundary between rigorous financial research and production engineering - writing models that run live on the trading floor, priced in real time, monitored in production, and generating PnL. You will work directly with traders and risk managers in a true front office environment where the feedback loop between your research and market outcomes is immediate. This is not a research lab role. Requirements 10-15 years combined quant research and software engineering; minimum 5 years embedded in a front office (any asset class) Options pricing across the full surface - vanilla, spreads, and structured products in commodity or energy markets Vol surface calibration: smile fitting, SABR, SVI, Heston, or equivalent; arbitrage constraints and numerical stability in production Greeks and second-order risk: delta, gamma, vega, volga, vanna, theta; PnL attribution and daily risk reconciliation VaR, stressed VaR, and scenario analysis implementation; working knowledge of regulatory capital frameworks Commo... Permanent