Job description
Description
Seeking- Power Quantitative Developer
Initial 12 Month Contract
Hybrid- London/Waterloo
As a Quantitative Developer, you will:
- Support Quant Analytics in designing, building, testing, and deploying models and tools enabling derivatives pricing and hedging at scale
- More specifically, support the Deal Structuring team with any data analysis needs and collaborate with SE-EA’s central Quant Analytics team to develop and extend pricing and hedging models and tools for structured power transactions, including PPAs, CCGTs and Battery valuations.
- Demonstrate software best practices among quantitative developers and support the continuity and maintainability of multi-stakeholder repositories
- Contribute to SE-EA’s central quant analytics libraries and support the upskilling of the quantitative toolkit across products
We are looking for candidates with high commercial capacity and strong skills. In addition to domain area expertise, the successful candidate will need to present strong interpersonal skills and the ability to communicate with both business and technical minded colleagues at all levels.
Essential qualifications:
- Advanced degree in a quantitative field: Mathematics, Engineering, Science or Operations Research
- At least 3 years of relevant front office work experience in commodity markets, preferably with focus on energy
- Experience designing and building software tools, including visualization, supporting one or more of the following: quantitative analysis, fundamental analysis, financial trading or pricing and hedging
- Good understanding of commodity markets, fundamentals, and their derivatives products, as well as modelling, pricing, and hedging practices
- Strong knowledge of advanced numerical (e.g., Monte Carlo, finite difference), and optimization methods (e.g., for complex engineering or physical systems) for pricing and hedging energy derivatives
- Strong coding skills in Python with proficiency in common libraries for data science, such as NumPy, Pandas, scikit-learn.
- Familiar with software design patterns, modern technology stacks or DevOps tools (e.g., Azure, GitHub) is highly desirable.
- Proficiency in querying API platforms and databases (SQL proficiency), and end to end application development
Key competencies:
- Keen commercial acumen and enjoy the challenge of working in a customer focused, fast paced and rapidly evolving business
- Strong written and verbal communication skills.
- Work autonomously on projects, manage time efficiently and deliver in a timely fashion
- Present experience driving forward with initiatives and projects
Michael Bailey International is acting as an Employment Business in relation to this vacancy.