European Power and Gas Quantitative Developer

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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 gu...