The Quantitative Analytics team at Centrica Energy is part of the Trading Analytics and Algorithms centre of excellence, and is responsible for:

• Delivering quantitative analysis of complex and structured products, that provides insight to help traders to maximise value and manage risk
• Designing and implementing complex mathematical models that allow for consistent pricing and joint risk quantification across multiple portfolios, enabling more holistic and optimal hedging decisions
• Assisting originators in development of structured products across the Renewables, LNG, Gas & Power sectors.

As a Senior Quantitative Developer you will become part of an agile team of circa 10 people located across our offices in both London (UK) and Aalborg (Denmark), with a broad remit to support the development, and use of, our pricing and risk management models and systems. As well as consulting on software design, systems architecture and software engineering practices.

This role will be situated in our London or Aalborg office and the successful candidate will be required to:

• Produce high quality increments to the team’s model library - working both individually and collaboratively.
• Providing leadership in areas such as object modelling & interface design, automated testing & refactoring and performance optimisation.
• Provide support to Trading & Origination on model usage and behaviour.
• Leverage the teams cross-asset expertise to connect business locations, helping to identify synergies and increase efficiency.

Here’s what we’re looking for:

• Master’s Degree or PhD qualification within science, computing, mathematics or other quantitative subject.

• Solid experience of code development in Python, including:

  • Experience developing in an Agile environment
  • Use of math/stats & testing libraries, as well as modern build tools.
  • Ability to refactor code and work effectively with legacy systems.

• Knowledge of Object Orientation, Software Architecture and Design Patterns.

• Good understanding of software testing practices (unit testing, integration testing, etc.). Knowledge of TDD and BDD is a strong plus.

• Experience with DevOps practices and tooling (CI/CD, containerization etc) is desirable.

• Familiarity with mathematical and statistical models used in finance, particularly with regards to derivatives pricing and risk management systems.

• Familiarity or high level of interest in Energy / commodity markets.

• Strong Communicator and fluent in English language.

• Strong interpersonal skills.

#LI-CET