Senior Quantitative Developer

Centrica

Senior Quantitative Developer building Python pricing and risk models for Centrica Energy’s renewable energy trading business. Supporting trading, origination, and structured energy products across European offices.

Posted 8/20/2026full-timeLondon • 🇬🇧 United KingdomSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in Python programming, object-oriented design, and quantitative analysis for pricing and risk management in financial markets. Proficient in Agile methodologies and software testing practices, with a strong focus on delivering high-quality models and systems.

Highest-signal resume keywords

Python DevelopmentAgile Environment ExperienceMathematical ModelingSoftware Testing PracticesDevOps Practices

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Object OrientationSoftware ArchitectureDesign PatternsRefactoring CodeUnit TestingIntegration TestingTDDBDDQuantitative AnalysisPricing Models

Soft Skills

Strong CommunicationInterpersonal Skills

Tools & Technologies

Math/Stats LibrariesModern Build ToolsCI/CDContainerization

Certifications & Qualifications

Master’s DegreePhD Qualification

Industry Keywords

Energy MarketsCommodity MarketsStructured ProductsRisk Management SystemsDerivatives Pricing

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

Produce high quality increments to the team’s model library, working individually and collaboratively
Provide leadership in object modelling and interface design, automated testing and refactoring, and performance optimisation
Support Trading and Origination on model usage and behaviour
Leverage cross-asset expertise to connect business locations, identify synergies, and increase efficiency
Consult on software design, systems architecture, and software engineering practices
Develop and use pricing and risk management models and systems
Deliver quantitative analysis of complex and structured products to help traders maximise value and manage risk
Design and implement mathematical models for consistent pricing and joint risk quantification across multiple portfolios
Assist originators in developing structured products across Renewables, LNG, Gas, and Power sectors

Requirements

What you’ll need

Master’s Degree or PhD qualification within science, computing, mathematics or another quantitative subject
Solid experience of code development in Python
Experience developing in an Agile environment
Experience using math/stats and 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, including unit testing and integration testing
Knowledge of TDD and BDD is a strong plus
Experience with DevOps practices and tooling, including CI/CD and containerization, is desirable
Familiarity with mathematical and statistical models used in finance, particularly derivatives pricing and risk management systems
Familiarity or high level of interest in energy and commodity markets
Strong communicator and fluent in English language
Strong interpersonal skills

Benefits

Comp & perks

Flexible total rewards designed to support employees and their families financially, physically, and emotionally
UK’s best Carers Policy
Flexibility and wellbeing support
Inclusive workplace where differences are celebrated and everyone can belong
Opportunities for growth and development
Employee voice and ambition support