European Power and Gas Quantitative Developer

Gunvor Group; City of Westminster; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading trading company in the City of Westminster is seeking a Quantitative Developer for its Structuring and Valuation team. The successful candidate will design the software architecture for a quantitative pricing library, collaborate with analysts on model implementations, and optimize performance of complex models. Ideal candidates should have 3-5 years of experience in software development, be proficient in Python, and have experience in trading or quantitative analytics. A degree and strong communication skills are essential.

Qualifications

• 3-5 years of experience in a software development role.
• Experience within the domain of trading and quantitative analytics.
• Ideally, experience with pricing/risk-management systems.
• Fluent in English.

Responsibilities

• Design the software architecture of the quantitative pricing library.
• Work with Quantitative Analysts to ensure new model implementations are maintainable.
• Create automated reports and visualization tools for trading decisions.
• Optimise performance of computationally intensive models.

Skills

Proficient in Python

Knowledge of object orientation concepts

Experience with databases/SQL

Deep understanding of Agile software development

Excellent communication skills

Experience with trading and quantitative analytics

Education

Degree educated

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.,

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

Qualifications

• 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