Quant Developer

Quant Developer - Python, NumPy, PySpark, OOD, Models, Energy

Canary Wharf, London - 2 days per week onsite.

£50000 - £60000 per annum

We are looking for a Quantitative Developer to play a critical role in designing, developing and maintaining forecasting models and analytical tools. You will need to leverage your skills in OO software engineering, quant modelling, cloud computing and data analysis to help improve the models underpinning critical engines.

Key Responsibilities:

· Design and build short and long-term models in line with best software engineering practices

· Manage, test and deploy both bug fixes and updates to existing models, validating and tracking development tasks in Jira and GitLab

· Work with analysts to gather requirements, design tests, and scope new projects

· Create and update technical documentation

· Explore and clean datasets required for modelling purposes with a focus on optimising data pipelines

Skill & Experience:

• Experience in Python development, including scientific computing and data science libraries (NumPy, pandas, SciPy, PySpark)
• Solid understanding of object-oriented software engineering design principles for usability, maintainability and extensibility
• Experience working with Git in a version-controlled environment
• Good knowledge of parallel computing techniques (Python multiprocessing, Apache Spark), and performance profiling and optimisation
• Good understanding of data structures and algorithms
• Experience with cloud platforms desirable (Azure, AWS or GCP)
• Experience working with Machine Learning libraries (scikit-learn, PyTorch) and statistical techniques is desirable
• Knowledge of energy markets is desirable