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Senior Core Strat (C++) - Greenfield Risk Engine Build

Employer
Method Search
Location
UK
Salary
Competitive
Closing date
15 Sep 2021

View more

Sector
Technology & New Media
Contract Type
Permanent
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Senior Core Strat - Energy Trading - London

My client is one of the world's leading energy traders with a global footprint, revenues in exceeds of $220bn and a history of trading innovation / leading edge tech.

Job Description

As a core start you will take a pivotal position in redesign of the risk platform. This is an enterprise-wide tool that touches every facet of a global business in every energy / financial asset class (Power, Gas, Oil, LNG, Cardon Certificates etc).

This ranges from vanilla forward trades to complex financial derivatives and physical deals with rich optionality.

You will join an elite team of; Traders, Quants, Software Engineers and Data Scientists in a group that are thought leaders within the energy trading space.

Elements of the role:

  • Work directly with Chief Risk Architect to build the core components of the risk platform
  • Collaborate closely with quant teams to implement high-performance pricers for our full spectrum of physical and financial trades
  • Integrate proprietary market feeds and internally generated data into the risk platform to provide intra-day, near real-time functionality to users
  • Architect APIs to expose functionality to our trading desks and to various GUIs
  • In the initial stages, help define and configure the platform's infrastructure, based on platform scalability requirements.
  • Partner with Traders / Commercial Analysts across the globe to refine the platform's functions using real-life trades
  • Strive to implement clean, well-documented, tested, and extensible code


Qualifications (Essential):

  • 8+ years' experience in C++; 2+ years' experience in Python
  • Domain expertise within risk/pricing/trade valuation engine in C++
  • Best in class / well-rounded software engineering skills
  • Experience implementing high-performance algorithms & grid computations
  • Master's/PhD in computer science, applied mathematics, financial engineering, or an equivalent field from a top university
  • Entrepreneurial drive to build a greenfield risk system within a small core quant/dev team
  • Strong interest in financial and commodities markets
  • Excellent communication skills / customer + people focus


Qualifications (Desirable):

  • Prior Experience of working as a Core Strat on one of the more visible risk platforms within an investment Bank (SecDB, Athena, Quartz, Kannon).
  • Prior exposure to third-party risk platforms (such as Beacon / other ) / ideally as a user in a quant team
  • Prior experience with financial and physical energy commodities trading, especially power trading / or financial derivatives


You / working style:

  • Looking for a fresh challenge in a flat / meritocratic structure when you can make an impact / unpolitical
  • Team player
  • Self-motivated with the ability to prioritize, meet deadlines, and manage changing priorities
  • Proactive and customer focused "make it work" mentality
  • Highly responsive, energetic and enthusiastic
  • Interested in making a disruptive / 'game-changing' career move
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