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.

Location: London, Geneva