Job Description

Job Title: European Power and Gas Quantitative Developer
Contract Type:
Time Type:
:
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 years 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.