Head of Quantitative Engineering (Basé à London)

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London
2 weeks ago
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Job Description:

Department:The Quantitative Engineering group is responsible for valuing the entire trade portfolio of EDF Trading. It consists of five small teams: Quantitative Analysis, Quantitative Development, Core Engineering, QA & Release, and Derivative Products. The team aims to design and develop a platform for enterprise valuation, requiring high technical expertise across various technologies.

Position Purpose:The Head of Quantitative Engineering will enable the front office to understand value and risk, supporting trading, risk, and finance functions to produce consistent, high-quality results across intraday and end-of-day requirements, managing modern valuation models for real-time exposures.

Main Responsibilities:

  • Manage the Quantitative Engineering Group to deliver high-quality pricing models and valuation technology.
  • Support the business by understanding requirements and providing technical advice on valuation approaches, tools, and processes.
  • Engage with stakeholders, present solutions, and ensure requirements are captured and managed effectively.
  • Oversee development work, ensuring timelines, standards, documentation, testing, and peer reviews are maintained.
  • Promote best practices in software engineering, refactoring, and documentation.
  • Support production operations and work in a fast-paced environment.
  • Guide the development of front-office tools, ensuring infrastructure and integration with models are reliable.

Experience Required:

  • Extensive experience in commodities quant organizations, especially energy derivatives pricing and valuation infrastructure.
  • Leadership experience managing large, cross-functional teams and influencing senior management.
  • Knowledge of valuation technology stacks, financial models, and business re-engineering.

Technical Requirements:

  • Experience in a quant team within a financial institution, particularly in front office roles.
  • Commodity pricing model development and trade lifecycle understanding.
  • Strong knowledge of option pricing theory, numerical methods, and financial products.
  • Technical skills include C++, Python, API/backend services, distributed architecture, CI/CD, databases, messaging, and source control (GIT).

Desirable Skills:

  • Experience with NoSQL, Entity Framework Core, TDD, C#, .NET, and automation in CI processes.

Person Specification:

  • Credible leader with influence, interpersonal skills, and project management expertise.
  • Excellent communicator with negotiation skills and the ability to articulate complex solutions.

Hours of Work:8:30 am – 5:30 pm, Monday to Friday

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