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.Candidate 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 sign