Centrica

Senior Quantitative Developer

Centrica

full-time

Posted on:

Location Type: Office

Location: London • United Kingdom

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Job Level

Senior

Tech Stack

Python

About the role

  • Delivering quantitative analysis of complex and structured products
  • Designing and implementing complex mathematical models for pricing and risk quantification
  • Assisting originators in development of structured products across the Renewables, LNG, Gas & Power sectors
  • Producing high quality increments to the team’s model library
  • Providing leadership in areas such as object modelling & interface design
  • Providing support to Trading & Origination on model usage and behavior
  • Leveraging the teams cross-asset expertise to identify synergies and increase efficiency

Requirements

  • Master’s Degree or PhD qualification within science, computing, mathematics or other quantitative subject
  • Solid experience of code development in Python
  • 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.
Benefits
  • Health insurance
  • Retirement plans
  • Paid time off
  • Flexible work arrangements
  • Professional development
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
quantitative analysismathematical modelsPythonAgile developmentobject modellingsoftware architecturedesign patternsunit testingintegration testingDevOps practices
Soft Skills
leadershipcommunicationinterpersonal skills
Certifications
Master’s DegreePhD qualification