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Pontoon
,
London, Greater London
Quantitative Developer
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Salary: £650 per day |
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Overview
Our client is an International energy and services company providing energy services to consumers across the globe and driving innovative products and solutions to drive power to the customer in more ways than one. Team responsibilities The Quantitative Analytics team is responsible for: Providing high-quality model development that supports front office pricing and risk management of complex and structured products Carrying out quantitative analysis of complex trading to help EM&T's traders to maximise value and manage risk Assisting originators in development of new products Job summary/purpose We are looking for a Quantitative Developer to support the development of our pricing and risk management systems. This is a broad role within agile team of about ten people which is located across two offices in London and Denmark. This role will be situated in the London office. The successful candidate will be required to produce high quality increments to the team's Python code base, working both individually and collaboratively, as well as consult on software design, systems architecture and software engineering practices. Strong financial maths is not required, but the role can be tailored to candidates who show skill in this area at interview. Job outline and challenges Development of Quant Analytics pricing system written in Python Develop and advise on: Object modelling, interface design Automated testing Refactoring Performance optimisation (Numpy, multi-processing etc) Person specification Mandatory Skills Software development in any language (minimum 5 years) Python (enough to complete our coding test which will be sent following CV screening) Object Orientation, Software Architecture and Patterns Strong Communicator Desirable Experience Developing in a team and Agile methods Multiprocessing and cloud computing Web technologies Domain knowledge in relation to derivatives pricing and risk management Working in a trading environment; energy/commodity market familiarity Financial maths Candidates will ideally show evidence of the above in their CV in order to be considered. Please be advised if you haven't heard from us within 48 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly. Pontoon is an employment consultancy and operates as an equal opportunities employer.