Senior Quantitative Developer, Energy Risk & Pricing

Centrica Energy; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Centrica Energy is seeking a Senior Quantitative Developer to join its Quantitative Analytics team. You will help build pricing and risk models, working across London, Aalborg, Copenhagen and Antwerp offices, with leadership in software design and engineering practices.

Ideal candidates have advanced quantitative degrees, strong Python, OO, architecture and testing expertise, plus experience in finance models and DevOps.

Qualifications

• Master’s Degree or PhD in science, computing, mathematics or other quantitative subject.
• Strong Python development experience in an Agile environment with stats libraries and testing tools.
• Knowledge of Object Orientation, Software Architecture and Design Patterns; strong testing practices incl. unit/integration; TDD/BDD a plus.

Responsibilities

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

Skills

Python

Agile development

Math/Stats

Testing practices

Object Orientation

Software Architecture

Design Patterns

Communication

Interpersonal skills

English fluency

Education

Master’s or PhD in science, computing, mathematics or quantitative field

Tools

CI/CD

Containerization

Job description

Centrica Energy is seeking a Senior Quantitative Developer to join its Quantitative Analytics team. You will help build pricing and risk models, working across London, Aalborg, Copenhagen and Antwerp offices, with leadership in software design and engineering practices.

Ideal candidates have advanced quantitative degrees, strong Python, OO, architecture and testing expertise, plus experience in finance models and DevOps.