Senior Quantitative Developer
Hayes, London, United Kingdom
Centrica - CHP
excellence, and is responsible for: Delivering quantitative analysis of complex and structured products, that provides insight to help traders to maximise value and manage risk Designing and implementing complex mathematical models that allow for consistent pricing and joint risk quantification across multiple portfolios, enabling more holistic and optimal hedging decisions Assisting originators in development of structured products across the … the successful candidate will be required to: Produce high quality increments to the team's model library - working both individually and collaboratively. Providing leadership in areas such as object modelling & interface design, automated testing & refactoring and performance optimisation. Provide support to Trading & Origination on model usage and behaviour. Leverage the teams cross-asset expertise to connect business locations, helping … testing, integration testing, etc.). Knowledge of TDD and BDD is a strong plus. Experience with DevOps practices and tooling (CI/CD, containerization etc) is desirable. Familiarity with mathematical and statistical models used in finance, particularly with regards to derivatives pricing and risk management systems. Familiarity or high level of interest in Energy/commodity markets. Strong Communicator More ❯
Employment Type: Permanent
Posted: