Senior Quant Developer (Energy Trading) London, England
Job description
Form of Employment: Permanent
Start Date: Immediate
Location: London, Hybrid (2-3 days per week)
Role Summary
Aubay is seeking an experienced and self-reliant Senior Quant Developer to join our Global Energy client. In this role, you will work closely with analysts and quants from our client’s trading desks to effectively leverage thier Azure platform to build and productionise their models in line with best practice software engineering processes and architecture patterns. You will be expected to take ownership of delivering to, and building relationships with, Traders and Quant Analysts, following development patterns and ways of working set down by the Tech Lead for Quant Development who you will report into. There may also be opportunities to coach and mentor more junior team members. This is primarily a software engineering role, but also requires the ability to understand and code complex mathematical models to support trading decisions, with adaptive and agile skills.
Role Context
You will work closely with analysts to productionise their models. You assist in taking the conceptual models proven by the Analysts and integrate them in our client’s cloud (Azure) model framework, ensuring inputs and outputs are well managed and models operate robustly day in day out, with appropriate logging and monitoring. You will work with a range of model types, statistical and optimisation algorithms and models with more advanced probabilistic programming implementations such as Monte Carlo simulations and Black- Scholes. Machine Learning models will also evolve, using the framework as it matures.
A mathematical background is essential to be able to collaborate effectively with analysts and quants as well as strong foundations in core programming languages, ideally Python. However, the primary focus of this role is leveraging modern cloud architectures and software engineering practices for deploying data driven solutions and predictive models, and as such we would expect you to have deep expertise in technologies and practices such as Docker, Kubernetes, Spark/Databricks, Azure DevOps/Jenkins, GitHub, CI/CD, Automated Testing, etc.
An attitude to learn, fail fast and work on continuous improvements is also key to this working in this role.
The role is based in a workstream that is advancing frameworks, tools and libraries that support analysts and quants in preparing and obtaining data and preparing infrastructure in our platform so that they can build and productionise models efficiently. Modelling is used to forecast short-, mid- and long-term horizons and support trader decision making. The team is growing rapidly as the platform is evolved to match our client’s low carbon ambitions.
Key Roles & Responsibilities
- Gain deep understanding of the model framework infrastructure and actively contribute to its' ongoing development
- Design, develop and maintain ETLs, data pipelines as well as tools, libraries, and SDKs that facilitate the access to data
- Co-ordinate closely with Analysts and Quants during development of models, acting as a technical support and coach them in tooling use, as they look to build new models
- Work cross-functionally with analyst and quants and other software engineers to continuously improve the framework and support the model lifecycle
- With guidance, advocate and produce accurate, performant, scalable and maintainable code following all IT standards
- Productionise models created by Analysts and Quants, ensuring robust day to day operation, monitoring and back testing are in place
- Ensure that work aligns with the programme objectives for the model development and lifecycle framework.
Required Technical skills, Qualifications & Experience
Background
- Degree level in computer science, engineering Mathematics / STEM, or a relevant field of applied mathematics
- 5+ years work experience in a technical experience, with at least 2 years delivering state-of-the-art modelling/algorithmic solutions.
- Significant experience of Agile ways of working
Technical knowledge
- Practical experience with modern Python stack such as asyncio, fastapi, math stack: scikit learn, pandas, numpy, numba
- Substantial expertise in Cloud services, ideally Azure
- Good understanding of CI/CD and Test Automation, Git, ADO/Jenkins/Github.
- Web development, web security
- Ability to optimise performance of the Python code by using vectorization, parallel computing, or using C++ extensions.
Personal dimensions
- Proven record of technical delivery
- Able to work in a fast-paced front office environment and communicate directly with analysts and traders
- Good relationship with business stakeholders and IT colleagues.
- Aptitude to provide technical guidance and coaching to users / customers.
- Aptitude to articulate business needs into IT projects.
- Be able to apply an analytical thought process and ability to process complex information.
Desired Technical Skills, Qualifications & Experience
- Experience in Energy trading (Power, Gas, Carbon), or financial services environment or comparable domains
- Knowledge of trading terminology and concepts (incl option valuation), ideally gained from experience working in a trading environment
- Kubernetes, Azure, Spark/Databricks, Terraforms
- Experience working in a large enterprise
About Aubay UK – Ahead of Innovation!
Aubay UK is a recognised InSourcing Partner for client-side deployment delivered across London. Our team, based in Canary Wharf, specialises in hiring IT professionals within London’s Energy and FinTech sectors, helping our clients to expand their operations with top-tier talent who are experts in their fields. We work exclusively with clients who are globally recognized as Energy Super Majors/Financial Services and innovative FinTech players.
Aubay UK is the most recently started branch of Aubay Group www.aubay.com. Aubay Group is an international Digital Services Company, listed on a Euronext Stock Exchange, who have been operating for 21 years in the European market and working alongside some of the biggest names in the Banking, Finance, Insurance, Energy, IT/Digital, Manufacturing, Transport and Telecoms sectors. With over 7,000 employees across 7 countries and 16 offices in England, France, Belgium, Luxembourg, Italy, Spain, and Portugal, Aubay Group generated revenues of €435 million in 2019.
What Aubay UK Offers
At Aubay UK, people are at the heart of our business. We offer a competitive remuneration package which includes a range of benefits. You will receive continuous support from our dedicated team of Talent Acquisition Specialists who will support your career development and success during your assignment with our client. Other benefits include:
● 25 Days Annual Leave + Bank Holidays
● Pension scheme
● Work from home opportunities
● Access to Udemy training platform and conferences
● Perkbox employee discount scheme
● Discount on winter sports holiday at www.aero1607.com
● Opportunity to work directly for the client at the end of assignment
Our Client
Our client is one of the Super Major global energy companies with around 84,000 employees across 70+ countries who are working to power progress through cleaner energy solutions.
Specialties: Upstream/Downstream, Bio-Fuels, Integrated Gas, New Energies, Chemicals, Energy and Trading.
You will have the opportunity to work in a challenging but rewarding environment that is fast paced and changing fundamentally, and work towards transforming the business of a Super Major energy company to meet the ambition to be a net-zero emissions energy business by 2050, whilst delivering a world class business case that has a strong societal license to operate. In your role you will be expected to enact change and deliver value globally across business lines and geographies.
You will be working remotely initially and thereafter onsite with the client.
This role requires you to be based in the UK and have the right to work in the UK. This role is not eligible for visa sponsorship.
Aubay UK is proud to be an equal opportunity employer. All aspects of employment decisions will be based on merit, competence, performance, and business needs.
Job Type: Full-time
Salary: £85,000.00-£110,000.00 per year
Benefits:
- Referral programme
- Store discount
- Work from home
Schedule:
- 8 hour shift
- Monday to Friday
Application question(s):
- Please include a link to your LinkedIn profile.
- Do you require visa sponsorship by your employer to work in the UK?
- Do you have experience working within financial, energy, or commodities trading environments?
- How many years experience do you have with Python? What libraries have you used?
Work Location: Hybrid remote in LONDON
Reference ID: 238
