Senior Quant Developer - Energy Trading & Risk Models

Centrica Energy; Aalborg; Hybrid; DKK 900,000 - 1,200,000; Full time

Job summary

Centrica Energy is seeking a Senior Quantitative Developer to join our agile team spanning London, Aalborg and Antwerp. You will help develop and maintain pricing and risk models, while guiding software design and engineering practices.

Responsibilities include building model library increments, leading on object modelling and testing, and supporting Trading & Origination with model usage. You will work across cross-asset teams to improve efficiency and performance.

Qualifications

• Master’s Degree or PhD in science, computing, mathematics or a related quantitative field.
• Experience developing in Python in an Agile environment.
• Familiarity with math/stats libraries, testing tools, and modern build systems.
• Ability to refactor code and work with legacy systems.
• Knowledge of OO design, software architecture, and design patterns.
• Experience with software testing practices (unit/integration); knowledge of TDD/BDD is a plus.
• DevOps familiarity (CI/CD, containers) is desirable.
• Knowledge of finance models, derivatives pricing and risk management.

Responsibilities

• Produce high quality increments to the team’s model library, collaborating with teammates.
• Lead areas such as object modelling, interface design, automated testing, refactoring and performance improvements.
• Provide support to Trading & Origination on model usage and behavior.
• Leverage cross-asset insights to connect locations, identify synergies and boost efficiency.

Skills

Strong communication

Fluent English

Team collaboration

Education

Master’s Degree or PhD in science/ Computing/ Mathematics

Tools

Python

CI/CD

Containerization

Testing tools

Job description

Centrica Energy is seeking a Senior Quantitative Developer to join our agile team spanning London, Aalborg and Antwerp. You will help develop and maintain pricing and risk models, while guiding software design and engineering practices.

Responsibilities include building model library increments, leading on object modelling and testing, and supporting Trading & Origination with model usage. You will work across cross-asset teams to improve efficiency and performance.