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# Quant Software Engineer - Energy

- **Company:** NJF
- **Location:** Greenwich, CT, United States
- **Experience:** Experienced
- **Contract:** Permanent contract
- **Skills:** C++ (Programming Language), Fault Tolerance, Python (Programming Language), Monte Carlo Methods, Apache Spark, Parallel Computation, Backend, Information Technology, Production Code, Dask, Apache Kafka
- **Published:** November 4, 2026
- **Apply:** https://www.juju.com/job/2_171585911

## About the Role

The main requirement is a track record of writing OTC derivative pricing or valuation models yourself, in production code. We are seeking a quant developer with a financial engineering background and 3 to 10 years of experience, who can take the mathematics of a model and implement it natively, weigh the trade-offs between computational approaches, and reason from first principles about risk and valuation. You should also know how to keep a distributed run reproducible and correct when machines fail or load spikes. xrbllit A degree combining computer science and financial engineering is a strong fit. Commodities experience is not required, though you will stand out if you have priced storage, swing, spread or tolling deals, or used mean-reverting price models such as Schwartz-Smith.

Skills and expertise

 * OTC derivative pricing models, linear and nonlinear

 * Option pricing (e.g. Black-76, spread options, Asian options)

 * Monte Carlo methods, including Least Squares Monte Carlo

 * Trees and PDE / finite difference methods

 * Valuation and cashflow models

 * Distributed compute grids for pricing and risk (e.g. Ray, Dask, Spark or in-house grids)

 * Reproducible parallel computation (random seeding, ordered aggregation, consistent market data snapshots)

 * Fault tolerance (retries, idempotency, checkpointing)

 * High-throughput backend systems and messaging (e.g. Kafka)

 * Python (main language)

 * C++