Negotiable
Undetermined
Undetermined
London, Greater London, South East, England
Exciting opportunity for a Principal Quant Developer with extensive experience in Python to join this global Energy company.
This is an exciting time to be joining this world-leading company as they transform themselves from a traditional Oil & Gas company into a leading name within the Renewables sector. This includes the creation of an already highly successful new Power Trading desk within the Energy Trading team as well as new ventures into various innovative solutions around the supply of Renewables including wind farms, electric vehicle charging, solar panel heating and battery storage.
This is a hands-on role and you will be working closely with traders and quant analysts to productionise their quantitative models into software applications to help support trading decisions, in line with best practice software engineering processes and architecture patterns.
This is primarily a software engineering role, but also requires the ability to understand and code complex mathematical models to support trading decisions.
Key Skills and Responsibilities:
Strong senior Python developer with up-to-date skills, including web development, cloud (ideally Azure), Docker, testing (must have), devops (ideally terraform + github actions).
Data engineering (pyspark, lakehouses, kafka).
Gas/Power Trading knowledge Short-term trading, physical assets trading (CCGT, Wind, Solar, Battery)
Deep understanding of maths, finance as role interacts with quant devs, analysts and traders.
Familiarity with e.g. PnL, greeks, volatility, partial derivative, normal distribution etc. Financial and/or trading exposure in energy commodities.
Productionise quant models into software applications, ensuring robust day to day operation, monitoring and back testing are in place.
Translate trader or quant analyst s need into software product requirements.
Prototype and implement data pipelines.
Co-ordinate closely with analysts and quants during development of models, acting as a technical support and coach.
Produce accurate, performant, scalable, secure software, and support best practices following defined IT standards.
Act as principal technical advisor on quantitative engineering within the information, data & analytics capability centre.
Ensuring that documentation and explanations of results of analysis or modelling are fit for purpose for both a technical and non-technical audience.
Adhere to the principles of delivering quality through the MCDS digital quality initiative by conducting regular health checks, audits, code reviews to ensure that clean and maintainable production-level code is being produced by project teams.
Educational Qualification
MSc 8+ years work experience as software developer, with at least 4 years productionizing and releasing quantitative models.
Degree level in STEM, computer science, engineering, mathematics, or a relevant field of applied mathematics.
Good understanding of Trading terminology and concepts (incl. financial derivatives), gained from experience working in a Trading of Finance environment.
Additional Skills:
Ability Expert in core Python with Python scientific stack / ecosystem (incl pandas, numpy, scipy, stats), and a second strongly typed language (e.g.: C++, Rust or Java).
Expert in application design, security, release, testing and packaging.
Mastery of SQL / no-SQL databases, data pipeline orchestration tools.
Mastery of concurrent/distributed programming and performance optimisation methods.
Experienced in Cloud Technologies Azure / AWS.
Experienced in Source Control Technologies (incl GitHub, Azure DevOps), CI/CD and Test Automation.
Mathematics skills, experience working with quantitative methods / probabilistic modelling, preferably in the context of financial derivatives valuation.
Risk Modelling & understanding of risk & risk management.
Commodity Modelling Energy (power, gas, environmental products) and meteorology.
This needs combining with a positive attitude and an ability to work within a large, globally dispersed project team in a multi-cultural environment. You also need to be a self-starter, a logical thinker and a quick learner, with strong initiative and excellent communication, interpersonal and presentation skills, able to write clearly and concisely. We believe in equality of opportunity for all job applicants regardless of gender, marital status, race, colour, nationality, ethnic origin, creed or religion, disability, sexual orientation or age. Specialising within Energy Trading, Oil & Gas, Financial Markets and TV & Entertainment, Eaglecliff Recruitment is ISO accredited, a Member of REC and listed within the top 4% for Financial stability by Dun & Bradstreet. Please telephone for an immediate response or email your CV for a reply within one hour. Eaglecliff Ltd is acting in the capacity of an employment agency for permanent recruitment and an employment business for contractor resourcing