Quantitative Developer

ago

Location

Waterloo, London

Hybrid

Salary

£80k+

Experience Level

Entry

Junior

Mid

Senior

Expert

Technologies Used

Python

Azure

Our Client

Global Energy Company

SPECIALTY

Upstream/Downstream, Bio-Fuels, Integrated Gas, New Energies, Chemicals, Energy and Trading

INDUSTRY

Energy

Company Size

80000+ Employees

Aubay's Take

Our client is one of the Super Major global energy companies with who are working to power progress through cleaner energy solutions. 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.

Employee Testimonial

Head-shot of the Employee giving the testimonial

What sets Aubay apart is that their whole process is built on trust and transparency. Before joining Aubay, I had a very good job which I had been at for four years. The excitement of the opportunity to join [a Global Energy company] encouraged me to take the leap, but the trust and transparency with Aubay is what translated that into action. I trust that Aubay can take you to the next level in your career and can be a long-term partner. In terms of taking a jump in your career, they help you manage that risk

Benefits from Aubay

At Aubay UK, people are at the heart of our business. We offer a competitive remunerations 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.

25 Days Annual Leave

Perkbox Discount Scheme

Work From Home Opportunities

Pension Scheme

Opportunities to Work Directly with our Client

Training Opportunities

Discount Holidays at I'Aero Chalet

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Have Questions?

Contact Paula

Email - [email protected]

LinkedIn - Paula's Profile

Role Summary

Aubay is seeking a self-reliant Quantitative Developer to join our client’s growing quant engineering capability centre, which supports our client’s gas and power trading business with quant engineering solutions. In this role, you will be part of an IT product development team, working closely with traders and quant analysts to productionise their models into software applications to help support trading decisions in line with best practice software engineering processes and architecture patterns. You will develop software applications in Python to transform, scale, and productionise a range of quantitative financial models that leverage our Azure platform, working as part of a product development team in support of front-office quant analysts for gas and power trading. An analytical mindset is essential to be able to collaborate effectively with analysts and quants, as well as strong foundations in core programming languages, including Python. We expect you to be skilled in technologies and practices such as application design, testing, deployment, cloud technologies, source control technologies, CI/CD, etc.

Tech Stack You Will Be Working With

Python with Python scientific stack/ecosystem (including pandas, numpy, scipy, stats), and a second strongly typed language (e.g.: C++, Rust or Java). 

 

Required Skills and Experience 

  • 5+ years’ work experience as a software developer, with at least 2 years of experience productionising and releasing quantitative models.
  • Degree level in STEM, computer science, engineering, mathematics, or a relevant field of applied mathematics.
  • Good understanding of Trading terminology and concepts (incl. financial derivatives), preferably gained from experience working in a Trading of Finance environment.
  • Expert in core Python with Python scientific stack/ecosystem (including pandas, numpy, scipy, stats), and a second strongly typed language (e.g.: C++, Rust or Java).
  • Skilled in application design, security, release, testing and packaging.
  • Experience with SQL / no-SQL databases, data pipeline orchestration tools.
  • Knowledge of concurrent/distributed programming and performance optimisation methods.
  • Experienced in Cloud Technologies – Azure / AWS.
  • Experienced in Source Control Technologies (including GitHub, Azure DevOps), CI/CD and Test Automation.
  • Mathematics skills, experience working with quantitative methods / probabilistic modelling, preferably in the context of financial derivatives valuation.
  • Ability to translate trader or quant analyst’s needs into software product requirements.
  • Able to work in a fast-paced front office environment and communicate directly with analysts and traders.
  • Ability to apply an analytical thought process and process complex information. 

 

Role Responsibilities

  • Productionise quant models into software applications, ensuring robust day-to-day operation, monitoring and back testing are in place.
  • Translate trader or quant analyst’s needs into software product requirements.
  • Prototype and implement data pipelines.
  • Co-ordinate closely with quant analysts during the development of models.
  • Produce accurate, performant, scalable, secure software and support best practices following defined IT standards.