Quantitative Developer – Energy – London Full Time

Quantitative Developer – LNG – London

THE ROLE

We are seeking a highly skilled and motivated Quantitative Engineer with a focus on Commodities Trading, and ideally LNG .You will be part of a small but growing team where you will work directly with the business on complex technology trading problems. You will collaborate with Analysts, Traders and Software Engineers cross-functionally.

KEY RESPONSIBILITIES

• Work closely with the trading desks (traders, originators, structurers and analysts) to acquire in-depth business knowledge, identify their challenges, and capture specific needs.
• Design and build scalable, high-performance end-to-end applications and implement quantitative models for structuring deal evaluations, trading, risk management and portfolio optimization.
• Calibrate models to market data, including curves, volatilities, and correlations; perform back-testing, stress testing, and monitor model performance.
• Implement robust applications to replace Excel-based processes where applicable, to enhance reliability, reduce operational complexity and minimise operational risk.
• Contribute to the development of the shared quantitative platform designed to support all trading desks.
• Utilise cutting-edge technologies, such as cloud computing, to drive improvements in efficiency and productivity for the trading desk.
• Take ownership of the delivery and maintenance of high-quality code and provide prompt, effective support to resolve issues as they arise.

Qualifications and Requirements:

• Degree educated in either Computer Science, Mathematics, Statistics, Financial Engineering, or a related quantitative field.
• Strong programming skills and advanced proficiency in Python.
• Strong understanding of probability theory and derivative option pricing.
• Experience with front-end frameworks such as Angular or React, and understanding of database management, including SQL or NoSQL systems.
• Experience with Continuous Integration/Continuous Deployment (CI/CD) practices and cloud computing platforms.
• Intellectual curiosity and willingness to learn new models and physical commodity markets.
• Excellent problem-solving skills and a strong attention to detail.
• Strong stakeholder communication skills.
• Prior experience in commodities trading is beneficial but not required.