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Senior Quant Developer

  • Location: London
  • £ Salary: £800.00 - £900.00 per day per day
  • Job Type:Contract

Posted 13 days ago

  • Sector: Technology
  • Contact: Sam Johnson
  • Duration: 6 months
  • Start Date: asap
  • Expiry Date: 09 March 2024
  • Job Ref: JN -022024-483691

Job Title: Senior Quantitative Developer

Location: London/ Hybrid

Rate: £800 - £900 p/d Inside IR35

Duration: 6 months

Job Description Summary:

As a Senior Quantitative Developer, you'll be an integral part of our quant engineering capability center, collaborating closely with traders and quant analysts to translate complex mathematical models into robust software applications. Your work will support gas and power trading decisions, adhering to best practice software engineering processes and architecture patterns. This role involves developing software applications in Python to productionize and scale quantitative financial models, leveraging our Azure platform.

Job Description:

We are seeking a self-reliant Senior Quantitative Developer to join our growing quant engineering capability center. This team supports gas and power trading business by providing quant engineering solutions. Our operations are significant globally, with key hubs in major cities worldwide.

Your primary responsibility will be software engineering, combined with the ability to comprehend and code intricate mathematical models supporting trading decisions. You will collaborate closely with analysts to productionize their models and integrate them into our Azure-based model framework.

This role requires a scientific/logical mindset to effectively collaborate with analysts and quant professionals. Strong proficiency in core programming languages, particularly Python, is essential. Additionally, expertise in application design, testing, deployment, cloud technologies, and source control technologies is expected.

Key Responsibilities:

  • Productionize quant models into software applications, ensuring robust day-to-day operation, monitoring, and backtesting.
  • Translate trader or quant analyst's needs into software product requirements.
  • Prototype and implement data pipelines.
  • Coordinate closely with quant analysts during model development.
  • Produce accurate, performant, scalable, and secure software, adhering to best practices and defined IT standards.

Requirements:

Qualifications & Experience:

  • Minimum 5 years of work experience as a software developer, with at least 2 years dedicated to productionizing and releasing quantitative models.
  • Degree level education in STEM, computer science, engineering, mathematics, or a relevant field of applied mathematics.
  • Good understanding of trading terminology and concepts, preferably gained from experience in a trading or finance environment.

Technical Skills:

  • Expertise in core Python with proficiency in the Python scientific stack/ecosystem (including pandas, numpy, scipy, stats), and familiarity with a second strongly typed language (e.g., C++, Rust, or Java).
  • Proficiency 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 optimization methods.
  • Experience in cloud technologies such as Azure/AWS.
  • Proficiency in source control technologies (e.g., GitHub, Azure DevOps), CI/CD, and test automation.
  • Strong mathematics skills with experience in quantitative methods/probabilistic modeling, preferably in the context of financial derivatives valuation.
  • Ability to translate trader or quant analyst's needs into software product requirements.

Personal Skills:

  • Ability to thrive in a fast-paced front office environment and communicate effectively with analysts and traders.
  • Strong analytical skills and the ability to process complex information effectively.

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