Quantitative Developer

Descrizione del lavoro:

When you join EDF Trading, you'll become part of a diverse international team of experts who challenge conventional ideas, test new approaches, and think outside the box.

Energy markets evolve rapidly, so our team needs to remain agile, flexible, and ready to spot opportunities across all the markets we trade in power, gas, LNG, LPG, oil, and environmental products.

EDF Group and our customers all over the world trust that their assets are managed by us in the most effective and efficient manner and are protected through expert risk management. Trading for over 20 years, it's experience that makes us leaders in the field. Energy is what we do.

Become part of the team and you will be offered a great range of benefits, which include (location dependent) hybrid working, a personal pension plan, private medical and dental insurance, bi-annual health assessments, corporate gym memberships, an electric car lease programme, childcare vouchers, a cycle-to-work scheme, season ticket loans, volunteering opportunities, and much more.

Gender balance and inclusion are very high on the agenda at EDF Trading, so you will become part of an ever-diversifying family of around 750 colleagues based in London, Paris, Singapore, and Houston. Regular social and networking events, both physical and virtual, will ensure that you always feel connected to your colleagues and the business.

Who are we? We are EDF Trading, part of the EDF Group - a world leader in low-carbon, sustainable electricity generation.

Join us, make a difference, and help shape the future of energy.

Department Overview
The Quantitative Solutions department is business focussed and prides itself in being subject matter experts across our core areas: business knowledge, research and development of derivatives models and strategies, analytical tools, producing scalable performant services for pricing and risk.

Team Description
The Quantitative Development team is part of Quantitative Solutions which sits in the Front Office and is the centre of quantitative development capability for EDF Trading. It has direct responsibility over the development and maintenance of EDF Trading's derivative systems infrastructure. The team also provides other front office analytical tools for both traders and structurers, with the support of other teams in the group.

Core Responsibilities
Development
* Engage with the Head of the Quantitative Development team for the delivery of any development work within the agreed timelines.
* Adhere to the company's standards and best practices, including, but not limited to, documentation, testing and peer review
* Use technology appropriately and flexibly, taking into consideration the company's strategy and recommendations.
* Provide full visibility of work undertaken via backlog of requests.
* Implement software engineering best practices and develop high quality code with appropriate test coverage · Refactor and enhance existing components and solutions to standardise and reduce duplication.
* Provide detailed documentation of the application/component features being developed.
* Assist production operations team in testing, rollout and production support.
* Ability to work in a fast-paced environment.

Analytics and other front office tools
* Be able to develop and support and carry out investigations on the company's main derivative analytics' platform under the supervision of a senior member of the team.
* Be able to support and further develop other desktop tools built by the quantitative development team.
* Take ownership of the development infrastructure required by the above tools and, whenever possible, adopt the company's standard toolset for source code repository, continuous build and deployment.
* Work closely with other teams in the group on various technical aspects such as model integration, performance, improvements and tracking issues to deliver highly reliable and highly complex technical solutions.
* Coordinate and communicate specific subject matter knowledge to the design and integration phase of each project.

Support to the Business
* Engage with the business to assist them in understanding and defining their requirements for any systems and tools supported by the team.
* Provide technical advice to the business units by identifying the most appropriate tools/processes for any given task.

Experience Required
Required experience:
* Software development experience

Desirable experience:
* Experience in a technology team within a financial institution, ideally in a front office
* Previous experience working within a trading operation, preferably energy or other commodity trading, with a full understanding of the trade life cycle
* Understanding of financial products, preferably including derivative and option products, In addition familiarity with physically delivered commodities is desirable.
* Mathematically minded with some exposure to financial mathematical theory
* Good understanding of various option valuation models.

Technical Requirements
Essential technical skills: ·
* C/C+ development experience
* Python experience
* Visual Studio development environment.
* SQL Databases: Oracle, MS SQL Server
* Source Control Management (GIT)

Desirable technical skills:
* React/Electron for GUI development
* Test Driven Development
* Build Management and Continuous Integration using CMake

Nice to have technical skills:
* Messaging Systems (Kafka)
* Linux
* Docker/Kubernetes

Person Specification
* A passionate and versatile technologist with a willing to learn about the energy commodity markets
* Able to work effectively with members of the team as well as front office users and other teams in the group.
* A proactive individual able to handle development and support activities simultaneously
* Hands-on approach, flexible with a positive outlook.
* Ability to participate in multi-faceted team environment.
* Attention to detail and strong focus on accuracy of information.
* With supervision, takes ownership of any issues that come up and facilitates their resolution quickly.
* Excellent written and verbal communication skills

Hours of work:
08:30 to 17:30