Quantitative Developer recruitment

One of the worlds leading commodities trading house has opened up an excellent opportunity within their Quantitative Development team of Structuring Valuation in London. This role is on a 12 month fixed term contract. You will get insight into advanced valuation methodologies and complex products (both real assets and physical/financial wholesale products in energy markets). You will need good communication skills, great interpersonal skills and an excellent team player.

Role/Responsibilities:

- Improvement of design and integration in IT infrastructure of library rolled out throughout the group

- Development, enhancement and maintenance of an existing C++ based existing library

- Model and application testing and documentation

- Research new architectures and identify potential improvements to current models

- Work closely with IT to ensure stable rollout of models into production

- Help to document, support and further develop other trading applications

- Work with the Trading Desks, Risk Control and IT to specify and implement model requirements, enhancing procedures and performance

- Liaise with other departments as required

Skills

- Experience in high end development using C++ and C#

- Experience of automated unit / regression testing, preferably with a professional qualification in software testing and quality assurance

- Strong experience with MS Excel integration technologies (VBA,XLA, XLL, COM, .net)

- Knowledge of high level scripting languages (Python, Ruby, Vbs … etc ) and their integration to native code

- A good knowledge of valuation and risk analysis methods for complex products / derivative instruments (preferably in the energy/commodities market)

- Experience with the development/design of valuation models / risk analysis systems (preferably in the energy/commodities market)

- Good communication skills and the ability to translate complex analytic model requirements into implications for proper IT solutions

- The ability to work in a team as well as to use initiative in dealing with tasks autonomously

- Preferably an advanced quantitative degree to Diploma/Masters/PhD level or equivalent.

- Some work experience in energy trading or financial organisations

To apply for this Quantitative Developer position you must have the experience as outlined above and be a hands-on, organised self starter with strong interpersonal skills and tenacity. You should also posses excellent oral written communication skills along with a thorough approach to analysis.