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.Requirements10-15 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 marketsVol surface calibration: smile fitting, SABR, SVI, Heston, or equivalent; arbitrage constraints and numerical stability in productionGreeks and second-order risk: delta, gamma, vega, volga, vanna, theta; PnL attribution and daily risk reconciliationVaR, stressed VaR, and scenario analysis implementation; working knowledge of regulatory capital frameworksCommodity modelling: term structure, forward curve construction, seasonality, convenience yield, and basis riskReal-time pricing and risk system design - latency-aware implementation, incremental recalculation, and feed-driven revaluationBacktesting framework design: walk-forward validation, statistical significance test