Quantitative Developer - Power & Gas Markets
Location:
Lugano, Switzerland
About the role:
Looking to speak to talented Quantitative Developers to join a dynamic and innovative team focused on the fast-paced power and gas energy markets. This role bridges the gap between quantitative research and production software, translating complex mathematical models and algorithms into robust, scalable solutions that directly influence trading and business profitability.
Key responsibilities:
* Implement complex mathematical optimisation algorithms, both stochastic and deterministic, as robust Python code suitable for deployment.
* Develop software solutions for energy sector challenges such as resource optimisation to improve profitability.
* Apply optimisation frameworks and software packages like Pyomo, Mosek, or similar to address challenging computational problems.
* Refactor and optimise existing codebases ensuring maintainability and scalability.
* Collaborate with analysts, traders, and fellow developers to understand business and technical requirements.
* Conduct rigorous testing, code reviews, and integration of software into broader systems.
Requirements:
* Bachelor's degree or higher in Computer Science, Software Engineering, Mathematics, or a related quantitative field.
* Proven experience as a Quantitative Developer or similar role, particularly in developing quantitative models or optimisation algorithms.
* Proficiency in Python is essential; experience with C# or Rust is beneficial.
* Strong problem-solving skills and an ability to deliver production-level code from complex models.
* Prior exposure to energy markets (power and gas) is an advantage.
* Excellent communication and collaboration skills.
If this is of interest, get in touch
Cheers,
Hamish