Quantitative Engineer

EDF Trading Limited; Greater London; Hybrid; GBP 85,000 - 120,000; Full time

Benefits offered by this job

Hybrid work environment

Personal pension plan

Private medical and dental insurance

Bi-annual health assessments

Corporate gym memberships

Electric car lease programme

Childcare vouchers

Cycle-to-work scheme

Season ticket loans

Volunteering opportunities

Job summary

EDF Trading Limited in London is seeking a Quantitative Software Engineer to contribute to the core enterprise valuation platform. You will work on risk, pricing, and PnL across multiple derivative types while collaborating with Quant Analytics and Development teams.

Ideal candidates have strong .NET and Python programming skills, experience with APIs, containers, and cloud systems, and a solid maths/CS background.

Qualifications

• Experience with .NET and Python
• API development experience
• Containers and cloud systems knowledge
• Relational and non-relational databases
• Strong CS and mathematics foundation
• Interest in commodity trading/finance domain

Responsibilities

• Engage with users and stakeholders to gather requirements and deliver development work on time
• Follow coding standards, documentation, testing, and peer review
• Apply appropriate architecture and data model choices for projects
• Develop high-quality code with robust test coverage
• Refactor and standardise components to reduce duplication
• Provide production support and rollout assistance
• Collaborate with Quant Analytics and Quant Dev teams on model integration and performance
• Communicate subject-matter knowledge to design and integration phases

Job description

When you join EDF Trading, you’ll become part of a diverse international team of experts who challenge conventional ideas, test new approaches, and think outside the box.

Energy markets evolve rapidly, so our team needs to remain agile, flexible, and ready to spot opportunities across all the markets we trade in power, gas, LNG, LPG, oil, and environmental products.

EDF Group and our customers all over the world trust that their assets are managed by us in the most effective and efficient manner and are protected through expert risk management. Trading for over 20 years, it’s experience that makes us leaders in the field. Energy is what we do.

Become part of the team and you will be offered a great range of benefits, which include (location dependent) hybrid working, a personal pension plan, private medical and dental insurance, bi-annual health assessments, corporate gym memberships, an electric car lease programme, childcare vouchers, a cycle-to-work scheme, season ticket loans, volunteering opportunities, and much more.

Gender balance and inclusion are very high on the agenda at EDF Trading, so you will become part of an ever-diversifying family of around 750 colleagues based in London, Paris, Singapore, and Houston. Regular social and networking events, both physical and virtual, will ensure that you always feel connected to your colleagues and the business.

Who are we?

We are EDF Trading, part of the EDF Group - a world leader in low-carbon, sustainable electricity generation.

Join us, make a difference, and help shape the future of energy.

Job Description:

Department Overview

The Quantitative Solutions department is business focussed and prides itself in being subject matter experts across our core areas: business knowledge, research and development of derivatives models, analytical tools, producing highly scalable performant compute services for pricing and risk.

TeamDescription

The teamworks on EDFT’s core enterprise valuation platformproducing risk andPnLofall deal types within EDFT’s portfolio,including complex derivative structures. The teamrequiresa high degree of technicalexpertiseacross a range of technologies and provides advice on a range of analytical technologies. The Quant Engineering team is responsible for the new direction of the service-based infrastructure for the Quant offering

Lastly,the groupoperatesin ahigh-pressurefront office environment where many requests and issues are directed to this group during a typical day and require addressing in short order. The issues arefrequentlycomplex,requiring knowledge of complex systems and coordinationacross multiple teams.

CoreResponsibilities

Main Responsibilities

Development

• Engage with the users to gather requirements and take ownership for the delivery of any development work within the agreed timelines.
• Adhere to the company’s standards and best practices, including, but not limited to, documentation, testing and peer review
• Use technology appropriately and flexibly, taking into consideration the company’s strategy and recommendations.
• Provide full visibility of work undertaken via backlog of requests.
• Implement software engineering best practices and develop high quality code withappropriate testcoverage
• Refactor and enhance existing components and solutionsin order tostandardise and reduce duplication.
• Provide detailed documentation of the application/component features being developed.
• Assistproduction operations team in testing,rolloutand production support.
• Advise on and implementappropriate architecture, data model, and system design and interfacing requirements for each project
• Ability to work in a fast-paced environment.

Analytics and other front office tools

• Be able to support and further develop other desktop tools built by the quantitative development team.
• Take ownership of the development infrastructure required by the above tools and, whenever possible, adopt the company’s standard toolset for source code repository, continuousbuildand deployment.
• Work closely with Quantitative Analyticsand Quantitative Development teamon various technical aspects such as model integration, performance, improvements and tracking issues to deliverhighly reliableandhighly complextechnical solutions.
• Coordinate and communicate specific subject matter knowledge to the design and integration phase of each project
• Support to the Business
• Engage with the business toassistthem in understanding and defining their requirements for any systems and tools supported by the team.
• Providetechnical advice to the business units byidentifyingthemostappropriate tools/processesfor any given task.

TechnicalRequirements

• Good programming skillsin.Netandbasic understanding ofPython;able and willing to write clear and effective code
• Understanding ofAPI and backend servicesdevelopment in.Net
• Understanding of the basic of containers andcloud basedsystems
• Understanding of Relational and non-relational database systems
• Soundunderstandingofcomputer science and mathematical methods
• Interest in commodity trading and finance domain

PersonSpecification

• Strong analytical andproblem solvingskills withanexceptionallevel ofattention to detail
• Good communicationskillswith the ability toactivelyengage withnon-technicalaudiences
• Capable of thriving in a fast paced yet collaborative andteam-driven trading environment
• Able to work effectively under pressure with traders and demanding front office users
• Hands-on approach, flexible with a positive outlook.