European Power and Gas Quantitative Developer

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.