Job Title:
European Power and Gas Quantitative Developer
Contract Type:
Time Type:
Job Description:
To support the growth in complex and structured trades being executed by our Power and Gas trading desks, we are looking for a Quantitative Developer to work within our Structuring and Valuation team. This role is based in London.
Key Responsibilities:
* Design the software architecture of the quantitative pricing library
* Work with Quantitative Analysts to ensure new model implementations are maintainable and reusable
* Improve and refactor existing model implementations (where feasible)
* Evangelise software engineering best practices and mentor team members in adopting them
* Ensure the development environment uses up-to-date development tools and techniques
* Create automated reports and visualisation tools to guide trading decisions
* Work with Quantitative Analysts to analyse large datasets and calibrate models
* Optimise performance of computationally intensive models
Key Requirements
* 3-5 year's experience in a software development role
* Proficient in Python, including knowledge of object orientation concepts; experience with databases/SQL
* Deep understanding of Agile software development and best practices
* Experience within the domain of trading and, ideally, quantitative analytics
* Ideally, experience with pricing/risk-management systems and knowledge of energy markets
* Degree educated
* Excellent communication and presentation skills
* Desire to work as part of a team as well as being self-driven
* Fluent in English
If you think the open position you see is right for you, we encourage you to apply
Our people make all the difference in our success.