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European Power and Gas Quantitative Developer

ZipRecruiter
City of London
6 days ago
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Overview

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.

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
Qualifications
  • 3-5 year\'s experience in a software development role
  • Proficient in Python, including knowledge of object 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

Closing

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.


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