Senior Quantitative Developer. Energy Trading. £125,000- £130,000 + Discretionary Bonus and Benefits. Hybrid 3 Days a week in London office.

Senior Quantitative Developer. Energy Trading. £125,000- £130,000 + Discretionary Bonus and Benefits. Hybrid 3 Days a week in London office.

This role is in a front office Energy Market Quantitative Analytics Team. The purpose of the team is to develop and run systematic strategies and automated execution solutions through research and technical implementation.

The role is to Develop, improve and support my clients systems. Their systems are responsible for back testing and executing live systematic trading strategies and providing algorithms for automated execution solutions.

Main Responsibilities

• Work closely with the Energy Markets Quantitative Analytics team, other analyst teams, traders and the IT and data organizations to contribute to the delivery of ongoing systematic trading and automated execution projects
• Design, implement, and support systems underpinning the activities of the team
• Continuously improve the existing codebase and the core systematic trading framework in particular
• Deliver software to the highest standard and ensure that code is robust, maintainable, and well tested
• Provide software best practise expertise to the team

Experience Required:

• A least 5 years’ experience developing software
• Experience building systematic trading systems, automated execution tools or market data processing systems using historical or real time data
• Proven ability to identify and implement the best technological tool for the job
• Ownership of the full software lifecycle including development, automated testing, deployment, and support
• Experience in commodities, financial services, or front office trading beneficial

Technical requirements

Essential requirements:

• C# .NET Core with in depth knowledge of the associated concurrent programming libraries and language constructs (TPL, async/await, low level thread synchronization primitives)
• Sound knowledge of communication protocols ( TCP, Web Sockets, …) and patterns (request/response, publish/subscribe, …), and their use in the design of robust and performant distributed systems
• Relational database experience
• Event streaming platforms e.g. Kafka
• Web Front end development technologies (Angular preferred)
• Azure DevOps or similar, CI/CD including Git repositories and pipelines
• Ability to write clean, readable, reusable and well tested code

Beneficial requirements:

• Python and its Data Science stack
• Timeseries database technologies

Person specification

• Background in computer science, finance, maths or other quantitative subject
• Hands-on approach, flexible and positive attitude
• Very good collaborator and excellent communication skills
• Attention to detail and strong focus on accuracy of information
• Strong work ethic
• Interest in Finance/Trading

If you are interested and to learn more, please send a CV for immediate consideration.