Quantitative Developer : Azure : Power Trading : Global Energy Company
A World Leading Energy Trading Company is looking for a Quantitative Developer to help expand the power trading desks quantitative ability by providing a capability to provide development support and best practices to Quants on the desk.
This will enable the quants to continue on working on the ‘quant-stack’ and the developers to work on the ‘tech stack’. The quant developer will work in tandem with the quants to establish the risk premiums for renewable assets across Europe, help in building structuring models for complex deals, and forecast a growing and complex mix of generation assets.
• Produce accurate, performance, and maintainable code
• Build research tools with reuse in mind
• Provide coaching and a point of focus for tech related enquiries for quants
• Liaise and collaborate directly with Traders and Quants
• Python – Packages: Numpy, SciPy, Sickt-Learn or Keras or Tensorflow
• Must have Power Trading/Commodities Experience
• Statistical background – Masters or PhD in STEM Subjects, (Financial Engineering preferable)
• Experience in working with low granularity time series data
• Experience in working with Data Engineers to get the most out of ETL processes
• Experience with Azure (Blobstorage, Cosmo DB)
• Dedicated to Agile best practices – (shared understanding, enough documentation, focus)
• Familiarity with storage quality practices – (Gold/Silver/Bronze)