https://jobs.co.uk/job/quant-developer-huxley-associates--11f8d1a7-fb2e-4273-8c9b-3fe6383fd56f RSS feed for Quant Developer at Huxley Associates. en-gb Tue, 28 Apr 2026 21:58:07 GMT https://jobs.co.uk/job/quant-developer-huxley-associates--11f8d1a7-fb2e-4273-8c9b-3fe6383fd56f https://jobs.co.uk/job/quant-developer-huxley-associates--11f8d1a7-fb2e-4273-8c9b-3fe6383fd56f Mon, 30 Mar 2026 23:00:00 GMT Location: London | Salary: £180000 - £200000/annum | Type: Permanent | We have a current opportunity for a Quant Developer on a permanent basis. The position will be based in London. For further information about this position please apply. 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 Commodity modelling: term structure, forward curve construction, seasonality, convenience yield, and basis risk Real-time pricing and risk system design - latency-aware implementation, incremental recalculation, and feed-driven revaluation Backtesting framework design: walk-forward validation, statistical significance testing, and performance attribution Production-quality Python and/or C++ - code an eng... Permanent