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European power and gas quantitative developer (basé à london)

Bank
Gunvor Group
Quantitative developer
Posted: 16 June
Offer description

European Power and Gas Quantitative Developer

Join to apply for the European Power and Gas Quantitative Developer role at Gunvor Group


European Power and Gas Quantitative Developer

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Job Title:

European Power and Gas Quantitative Developer

Job Title:

European Power and Gas Quantitative Developer

Contract Type:

Time Type:

Job Description:

To support the growth in complex and structured trades being executed by our Power and Gas trading desks, we are looking for a Quantitative Developer to work within our Structuring and Valuation team. This role is based in London.

Key Responsibilities:


* Design the software architecture of the quantitative pricing library
* Work with Quantitative Analysts to ensure new model implementations are maintainable and reusable
* Improve and refactor existing model implementations (where feasible)
* Evangelise software engineering best practices and mentor team members in adopting them
* Ensure the development environment uses up-to-date development tools and techniques
* Create automated reports and visualisation tools to guide trading decisions
* Work with Quantitative Analysts to analyse large datasets and calibrate models
* Optimise performance of computationally intensive models


Key Requirements

* 3-5 year’s experience in a software development role
* Proficient in Python, including knowledge of object orientation concepts; experience with databases/SQL
* Deep understanding of Agile software development and best practices
* Experience within the domain of trading and, ideally, quantitative analytics
* Ideally, experience with pricing/risk-management systems and knowledge of energy markets
* Degree educated
* Excellent communication and presentation skills
* Desire to work as part of a team as well as being self-driven
* Fluent in English


If you think the open position you see is right for you, we encourage you to apply!

Our people make all the difference in our success.


Seniority level

* Seniority level

Mid-Senior level


Employment type

* Employment type

Full-time


Job function

* Job function

Research
* Industries

Oil and Gas

Referrals increase your chances of interviewing at Gunvor Group by 2x

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