Senior Quantitative Developer

Centrica Energy; København; Hybrid; DKK 897,000 - 1,345,000; Full time

Job summary

Centrica Energy is seeking a Senior Quantitative Developer to join an agile team of ~10 across London, Aalborg and Antwerp, supporting pricing and risk systems. The role allows placement in London, Aalborg, Copenhagen or Antwerp, with responsibilities spanning model development, design leadership and cross-location collaboration.

We value a Master’s/PhD in a quantitative field, strong Python skills, and experience with finance models, testing and DevOps.

Qualifications

• Master’s Degree or PhD in science, computing, mathematics or other quantitative subject.
• Solid Python development experience, including Agile practices and modern build tools.
• Knowledge of object orientation, software architecture and design patterns.
• Strong testing practices (unit/integration); knowledge of TDD/BDD is a plus.
• DevOps experience with CI/CD and containerization is desirable.
• Familiarity with finance models, derivatives pricing and risk management systems.
• Interest in energy/commodity markets.
• Strong communicator with fluent English.

Responsibilities

• Produce high quality increments to the team’s model library – working individually and collaboratively.
• Provide leadership in object modelling, interface design, automated testing & refactoring, and performance optimisation.
• Provide support to Trading & Origination on model usage and behaviour.
• Leverage cross-asset expertise to connect locations, identify synergies and increase efficiency.

Skills

Python

Agile development

Math & stats libraries

Refactoring

OOP & design patterns

Software testing

CI/CD/DevOps

Finance models

Energy markets interest

English fluency

Communication skills

Education

Master’s Degree or PhD in quantitative field

Tools

CI/CD tooling

Containerization

Job description

Join us, be part of more.

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 your team:

At Centrica Energy, our mission is to move it.

We’re energy movers by nature. We’re a global renewable energy trading company which helps move energy from source to use – powering businesses, homes, and societies as they transition to a new sustainable energy future. If the idea of working to create a sustainable energy future also moves you, we may very well be the right place for you.

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 Senior Quantitative Developer you will become part of an agile team of circa 10 people located across our offices in London, Aalborg and Antwerp with a broad remit to support the development, and use of, our pricing and risk management models and systems. As well as consulting on software design, systems architecture and software engineering practices.

This role can be situated in either our London, Aalborg, Copenhagen or Antwerp office and the successful candidate will be required to:

• Produce high quality increments to the team’s model library - working both individually and collaboratively.
• Providing leadership in areas such as object modelling & interface design, automated testing & refactoring and performance optimisation.
• 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.

Here’s what we’re looking for:

• Master’s Degree or PhD qualification within science, computing, mathematics or other quantitative subject.
• Solid experience of code development in Python, including:
  • Experience developing in an Agile environment
  • Use of math/stats & testing libraries, as well as modern build tools.
  • Ability to refactor code and work effectively with legacy systems.
• Knowledge of Object Orientation, Software Architecture and Design Patterns.
• Good understanding of software testing practices (unit testing, integration testing, etc.). Knowledge of TDD and BDD is a strong plus.
• Experience with DevOps practices and tooling (CI/CD, containerization etc) is desirable.
• 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.

https://www.morethanacareer.energy/centricaenergy

Visit the link below to discover why we’re a great place to work and what being part of more means for you.

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.