Senior Quantitative Developer at Centrica | AN, BE | Rezi

Senior Quantitative Developer at Centrica

Senior Quantitative Developer

Centrica · AN, BE

1 weeks ago

Senior Quantitative Developer

Centrica · AN, BE

10 days ago
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About the Role

The Quantitative Analytics team at Centrica Energy is responsible for delivering quantitative analysis of complex products, designing and implementing mathematical models for pricing and risk management, and assisting originators in developing structured products. As a Senior Quantitative Developer, you will support the development and use of pricing and risk management models and systems, and consult on software design, systems architecture, and engineering practices.

Responsibilities

  • Produce high quality increments to the team’s model library, working both individually and collaboratively.
  • Provide leadership in areas such as object modelling & interface design, automated testing & refactoring and performance optimisation.
  • Support Trading & Origination on model usage and behaviour.
  • Leverage the team's cross-asset expertise to connect business locations, helping to identify synergies and increase efficiency.

Requirements

  • Master’s Degree or PhD qualification within science, computing, mathematics or other quantitative subject.
  • Solid experience of code development in Python.
  • Experience developing in an Agile environment.
  • Use of math/stats & testing libraries, as well as modern build tools.
  • Ability to refactor code and work effectively with legacy systems.
  • Knowledge of Object Orientation, Software Architecture and Design Patterns.
  • Good understanding of software testing practices (unit testing, integration testing, etc.).
  • Familiarity with mathematical and statistical models used in finance, particularly with regards to derivatives pricing and risk management systems.
  • Familiarity or high level of interest in Energy / commodity markets.
  • Strong Communicator and fluent in English language.
  • Strong interpersonal skills.

Skills

  • Python
  • Agile development
  • Math/stats libraries
  • Testing libraries
  • Modern build tools
  • Code refactoring
  • Legacy systems
  • Object Orientation
  • Software Architecture
  • Design Patterns
  • Unit testing
  • Integration testing
  • TDD
  • BDD
  • DevOps practices
  • CI/CD
  • Containerization
  • Derivatives pricing
  • Risk management systems
  • Energy markets
  • Commodity markets

Location

  • London
  • Aalborg
  • Copenhagen
  • Antwerp

Work Type

  • Full-time
  • Hybrid

Experience Level

  • Senior

Education Level

  • Master’s Degree
  • PhD

Benefits

  • Flexibility to choose what you need, when you need it
  • Financial support
  • Physical support
  • Emotional support

About the Company

  • We’re so much more than an energy company. We’re a family of brands revolutionising how we power the planet.
  • We're energisers. One team of 21,000 colleagues that’s energising a greener, fairer future by creating an energy system that doesn’t rely on fossil fuels, whilst living our powerful commitment to igniting positive change in our communities.
  • At Centrica Energy, our mission is to move it.
  • We’re energy movers by nature. We’re a global renewable energy trading company which helps move energy from source to use – powering businesses, homes, and societies as they transition to a new sustainable energy future.