Commodity Pricing Engine DeveloperMurex Developer
Market Cloud • London, England, UK
6 days ago
Job description
About the Role
We are seeking a highly skilled Commodity Pricing Engine Developer to design build and enhance a bespoke pricing engine that generates real-time prices for client RFQ (Request for Quote) workflows. The ideal candidate will have deep expertise in commodity derivatives pricing quantitative model development and software engineering with a strong focus on delivering accurate and low-latency pricing solutions in trading environments.
Key Responsibilities
- Design develop and maintain pricing models for commodity and OTC derivatives products.
- Build calibrate and validate quantitative pricing models to ensure accuracy and robustness.
- Develop and enhance a bespoke pricing engine for RFQ quote generation.
- Integrate pricing models with market data feeds trading platforms and RFQ systems.
- Optimize pricing calculations for real-time performance and low-latency execution.
- Collaborate with traders quants and technology teams to translate business requirements into scalable solutions.
- Conduct model testing performance analysis and continuous improvements.
- Ensure compliance with model governance validation standards and risk management frameworks.
- Support production deployments and troubleshoot pricing-related issues.
Required Skills & Experience
- Strong experience in Commodity Derivatives or OTC Derivatives Pricing.
- Proven expertise in Quantitative Development including model creation calibration and validation.
- Deep understanding of financial mathematics and derivatives valuation techniques.
- Strong software engineering skills with proficiency in:
- Python
- C
- Java
- Similar object-oriented programming languages
- Experience integrating pricing systems with market data and trading platforms.
- Strong problem-solving and analytical skills.
- Ability to work effectively in a fast-paced trading environment.
Preferred Qualifications
- Experience building real-time pricing engines within electronic trading (e-Trading) environments.
- Knowledge of Bloomberg market data integration.
- Experience with messaging technologies and connectivity frameworks.
- Familiarity with distributed systems and high-performance computing concepts.
- Understanding of commodity markets trading workflows and risk management processes.
Employment Type : Employee
Experience: years
Vacancy: 1
Monthly Salary Salary: 6500 - 7500