Job Reference Number:
Senior Quantitative Developer
Denmark or London
Would you like to work together with the energy and trading business to develop the best models and applications for valuations, optimisation and pricing?
An opportunity to join our client and become Senior Quantitative Developer in Analytics, Prices and Tools which is responsible for providing high-quality analytics, prices and tools to support decision making in Markets, Sales and Finance. Our client implements quantitative tools for valuation and optimisation of energy assets, models for energy curves and volatility, tools for forecasting complex contracts in addition to analytical tools for their own use and for their stakeholders. They are also responsible for providing internal and external market price data.
DUTIES AND RESPONSIBILITIES
Develop quantitative models and tools to support hedging strategies, asset optimisation and pricing for our stakeholders
- Deliver quantitative analyses to support the development of our decision support tools
- Ensure stability of our models and databases, and to assist us in continuously developing current tools and databases.
SKILLS AND COMPETENCIES
Have work experience from the banking, energy sector or similar with an interest in mathematical finance
- Have extensive knowledge of financial products and/or energy markets
- Are motivated by finding simple and robust solutions to complex issues, eg, by applying financial theory on complex energy problems.
- Have programming experience, relevant languages may be C++, C#, Python, Matlab, SQL etc. Experience with working on a quantitative Linux back-end will be an advantage
You should thrive in a high-paced and changing environment, creating good relationships with your stakeholders and deliver swiftly and in high quality. Finally, you enjoy working with both ad-hoc tasks and quantitative development projects, and always have our stakeholders in mind when solving the issues at hand.
Recruitment is working as an agent on behalf of a client for this
role. We have been working with some of the world's leading banks,
trading companies, major oil companies and utilities within the
energy trading arena since 1998. We work on roles in trading,
broking, risk, credit, quantitative analysis, consultancy, shipping,
chartering, operations and contract analysis across the upstream and
downstream energy markets in crude, oil products, gas, power and
carbon. All vacancies and information on our business are at