Quantitative Developer: Power Trading: Global Energy Company

Recruiter
Eaglecliff Recruitment
Location
London
Salary
Flexible, dependent on experience
Posted
13 Jan 2021
Closes
18 Jan 2021
Sector
IT
Contract Type
Contract/Interim
Hours
Full Time

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.

Responsibilities:
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

Requirements:
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)

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