Quantitative Developer

Centrica; Windsor; On-site; CAD 80,000 - 110,000; Full time

Job summary

Centrica is seeking a Quantitative Developer for its Trading Analytics team. The role involves creating and implementing complex quantitative models to support trading decisions in energy markets, enhancing risk management and pricing efficiency. Candidates should have advanced quantitative degrees and significant coding experience in Python.

Qualifications

• Master's Degree or PhD in a quantitative field required.
• Experience in code development with Python.
• Familiarity with financial models, particularly for derivatives pricing.

Responsibilities

• Deliver quantitative analysis to help traders maximize value.
• Design mathematical models for pricing and risk management.
• Support Trading & Origination on model usage.

Skills

Python

Mathematical models

Statistical analysis

Strong communication

Interpersonal skills

Education

Master's Degree or PhD in science, computing, mathematics or quantitative subject

Job description

We’re so much more than an energy company. We’re a family of brands revolutionising how we power the planet. We're energisers. One team of 21,000 colleagues that's energising a greener, fairer future by creating an energy system that doesn’t rely on fossil fuels, whilst living our powerful commitment to igniting positive change in our communities. Here, you can find more purpose, more passion, and more potential. That’s why working here is #MoreThanACareer. We do energy differently - we do it all. We make it, store it, move it, sell it, and mend it.

About the role :

The Quantitative Analytics team at Centrica Energy is part of the Trading Analytics and Algorithms centre of excellence, and is responsible for :

Delivering quantitative analysis of complex and structured products, that provides insight to help traders to maximise value and manage risk

Designing and implementing complex mathematical models that allow for consistent pricing and joint risk quantification across multiple portfolios, enabling more holistic and optimal hedging decisions

Assisting originators in development of structured products across the Renewables, LNG, Gas & Power sectors.

As a Quantitative Developer you will become part of an agile team of circa 10 people located across our offices in both London (UK) and Aalborg (Denmark), with a broad remit to support the development, and use of, our pricing and risk management models and systems.

This role will be situated in the London office and the successful candidate will be required to :

Produce high quality increments to the team’s model library - working both individually and collaboratively

Provide support to Trading & Origination on model usage and behaviour

Leverage the teams cross-asset expertise to connect business locations, helping to identify synergies and increase efficiency.

What we’re looking for :

Master’s Degree or PhD qualification within science, computing, mathematics or other quantitative subject

Experience of code development in Python, including knowledge of Object Orientation, Software Architecture and Design Patterns

Familiarity with mathematical and statistical models used in finance, particularly with regards to derivatives pricing and risk management systems

Familiarity or high level of interest in Energy / commodity markets

Strong Communicator and fluent in English language

Strong interpersonal skills.

Why should you apply?

We’re not a perfect place – but we’re a people place. Our priority is supporting all of the different realities our people face. Life is about so much more than work. We get it. That’s why we’ve designed our total rewards to give you the flexibility to choose what you need, when you need it, making sure that you and your family are supported not only financially, but physically and emotionally too. Visit the link below to discover why we’re a great place to work and what being part of more means for you.

https : / / www.morethanacareer.energy / centrica

If you're full of energy, fired up about sustainability, and ready to craft not only a better tomorrow, but a better you, then come and find your purpose in a team where your voice matters, your growth is non-negotiable, and your ambitions are our priority.

Help us, help you. We would love for you to share any information about yourself throughout our recruitment process so that we can better understand you and help shape your journey.

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