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Senior Quantitative Developer / Architect (C#, C++, Python) m/f/t

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RWE

1mo ago

  • Job
    Full-time
    Senior Level
  • Software Engineering
    IT & Cybersecurity
  • London

AI generated summary

  • You need a solid background in math and computer science, experience designing financial libraries, strong OOP skills in C#, C++, Python, and ability to work with various software tools. Energy market knowledge and ML/AI expertise are a plus. Passion, adaptability, and resilience are key. Flexible arrangements possible.
  • You will write code in C#, C++, Python, gRPC / Protobuf for multiple platforms, transfer existing libraries/models, and implement business requirements for optimisation and derivatives pricing software at RWEST.

Requirements

  • University degree (Diploma / Masters / PhD) in applied Math / Computer Science or equivalent
  • Proven track record in designing and implementing financial libraries
  • Excellent knowledge with the design and implementation of analytics models for pricing and risk management
  • Very good communication, problem solving and analytical skills and the ability to translate complex real-world requirements into software solutions efficiently, autonomously and with a high quality
  • Strong experience in OOP using C# (.NET8), C++ , Python and an attitude towards agile working style
  • Experience in working with Windows, Microsoft Excel, Databases / SQL, Linux, dev-ops/Git, Visual Studio (Code)
  • Advantageous, but not a must:
  • Knowledge of products in the energy market / commodity market
  • Work experience in energy / commodity trading
  • Knowledge of state of the art ML libraries and AI techniques
  • What we value most is passion, willingness to learn and a determined and resilient work ethic. So, even if you think you do not yet display all of the skills above we would still like to hear from you.
  • Further we welcome applications from individuals who may not be able to commit to full-time roles. At RWEST, finding the right person for the job is our top priority, and we are willing to explore flexible arrangements.

Responsibilities

  • Writing code in C#, C++, Python, gRPC / Protobuf
  • Supporting multiple platforms such as Windows, Linux-Container and DataBricks
  • Tailoring for various target architectures, both local and service-based
  • Transferring existing libraries /models
  • Contributing to maintaining, developing, and supporting major standardized optimisation and derivatives pricing software used within RWEST
  • Working closely with colleagues to implement business requirements for models and reports

FAQs

What are the main responsibilities of the Senior Quantitative Developer/Architect in the Quantitative Development team?

The main responsibilities include maintaining, developing, and supporting optimization and derivatives pricing software used within RWE Supply & Trading GmbH, collaborating with other teams in the Structuring & Valuation department, and working closely with trading desks, risk management, and IT departments.

What qualifications and skills are required for this position?

The ideal candidate should have a strong background in quantitative finance, proficiency in programming languages such as C#, C++, and Python, experience in derivatives pricing and optimization, and a solid understanding of financial markets.

Where is the location of the job?

The job is based in London, Swindon, or Essen.

Who does the Senior Quantitative Developer/Architect in the Quantitative Development team collaborate with?

The Senior Quantitative Developer/Architect collaborates with other teams in the Structuring & Valuation department, trading desks, commercial asset management, risk management, and IT departments within RWE Supply & Trading GmbH.

Our energy for a sustainable life.

Energy
Industry
10,001+
Employees

Mission & Purpose

RWE is leading the way to a green energy world. With an extensive investment and growth strategy, the company will expand its powerful, green generation capacity to 50 gigawatts internationally by 2030. RWE is investing €50 billion gross for this purpose in this decade. The portfolio is based on offshore and onshore wind, solar, hydrogen, batteries, biomass and gas. RWE Supply & Trading provides tailored energy solutions for large customers. RWE has locations in the attractive markets of Europe, North America and the Asia-Pacific region. The company is responsibly phasing out nuclear energy and coal. Government-mandated phaseout roadmaps have been defined for both of these energy sources. RWE employs around 19,000 people worldwide and has a clear target: to get to net zero by 2040. On its way there, the company has set itself ambitious targets for all activities that cause greenhouse gas emissions. The Science Based Targets initiative has confirmed that these emission reduction targets are in line with the Paris Agreement. Very much in the spirit of the company’s purpose: Our energy for a sustainable life.