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Quantitative Developer


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Description:

Quantitative Developer

Salary - £50,000 - £60,000 per annum. plus annual bonus.

London Location

Quantitative Developer required for a leading non for profit in Canary Wharf. The ideal candidate will be required to take on complex challenges – developing and communicating insights in a clear and succinct way.

As a Quantitative Developer you will play a critical role in designing, developing, and maintaining the scheme forecasting models and analytical tools, as well as the publication of supporting technical documentation.

You will leverage your expertise across object-oriented software engineering, quantitative modelling, cloud computing, and data analysis to help improve the models underpinning our most business-critical cashflow and pricing engines.

Key Responsibilities:

* Design and build short and long-term energy models in-line with best software engineering practices

* Manage, test and deploy both bug fixes and updates to existing models, validating and tracking development tasks in Jira and GitLab

* Work with analysts to gather requirements, design tests and scope new projects

* Create and update technical documentation

* Explore and clean datasets required for modelling purposes with a focus on optimising data pipelines

* Identify streamline and optimise inefficient processes

* Prepare and deliver presentations and visual materials that effectively communicate software design decisions and model logic to non-technical stakeholders

Key Skills, Knowledge & Experience

* A good first degree or higher degree in a highly numerate subject is essential

* Minimum 2 years' experience in Python development, including scientific computing and data science libraries (NumPy, pandas, SciPy, PySpark)

* Solid understanding of object-oriented software engineering design principles for usability, maintainability and extensibility

* Experience working with Git in a version-controlled environment

* Good knowledge of parallel computing techniques (Python multiprocessing, Apache Spark), and performance profiling and optimisation

* Good understanding of data structures and algorithms

* An enthusiastic problem-solving mindset with a desire to solve technical problems and model/forecast intricate real-life systems

* The ability to communicate complex technical concepts to those with little or no technical background in a meaningful, relevant and engaging manner

* Experience with cloud platforms desirable (Azure, AWS or GCP)

* Experience working with Machine Learning libraries (scikit-learn, PyTorch) and statistical techniques is desirable

* Knowledge of the electricity market is desirable

Benefits & Pay

* £50,000 - £60,000 basic salary

* 5% annual bonus

* Season ticket loan scheme to support your commute.

* 25 days' annual leave plus bank holidays

* Flexible working policy, working from home 3 days per week. Flexible working, you could work your hours to have every other Friday,

* Company contribution to your pension scheme

* Enhanced company maternity/paternity and shared parental benefits. Special leave such as study leave, sabbatical or public duties

* Three days paid leave a year for volunteering to support your local community

* Access to “Work Perks” offering deals, discounts and cash back on your purchases

* Family savings on days out and English Heritage or gym discounts through our partners

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