About your teamAt Centrica Energy, our mission is to move it. 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. If the idea of working to create a sustainable energy future also moves you, we may very well be the right place for you.The Quantitative Analytics team at Centrica Energy is part of the Trading Analytics and Algorithms centre of excellence, and is responsible for:Delivering quantitative analysis of complex and structured products that provides insight to help traders maximise value and manage riskDesigning and implementing complex mathematical models that allow for consistent pricing and joint risk quantification across multiple portfolios, enabling more holistic and optimal hedging decisionsAssisting originators in development of structured products across the Renewables, LNG, Gas & Power sectorsSenior Quantitative DeveloperAs a Senior Quantitative Developer you will become part of an agile team of circa 10 people located across our offices in London, Aalborg and Antwerp with a broad remit to support the development, and use of, our pricing and risk management models and systems. As well as consulting on software design, systems architecture and software engineering practices.This role can be situated in either our London, Aalborg, Copenhagen or Antwerp office and the successful candidate will be required to:Produce high quality increments to the team’s model library – working both individually and collaborativelyProvide leadership in areas such as object modelling & interface design, automated testing & refactoring and performance optimisationProvide support to Trading & Origination on model usage and behaviourLeverage the team’s cross-asset expertise to connect business locations, helping to identify synergies and increase efficiencyWhat we’re looking forMaster’s Degree or PhD qualification within science, computing, mathematics or other quantitative subjectSolid experience of code development in Python, including:Experience developing in an Agile environmentUse of math/stats & testing libraries, as well as modern build toolsAbility to refactor code and work effectively with legacy systemsKnowledge of Object Orientation, Software Architecture and Design PatternsGood understanding of software testing practices (unit testing, integration testing, etc.). Knowledge of TDD and BDD is a strong plusExperience with DevOps practices and tooling (CI/CD, containerization etc) is desirableFamiliarity with mathematical and statistical models used in finance, particularly with regards to derivatives pricing and risk management systemsFamiliarity or high level of interest in Energy / commodity marketsStrong Communicator and fluent in English languageStrong interpersonal skills#LI-CET
#J-18808-Ljbffr