As a Quantitative Developer, you will develop and implement quantitative risk models that will be widely used by different teams across the entire organization. This shall include the following responsibilities:
- Contribute to building and extending the business's modelling infrastructure for risk quantification to facilitate growth in trading and origination activities.
- Implement models and mathematical formulations, by developing efficient algorithms and building high-performance software.
- Calibrate, develop and enhance stochastic price scenario models (Python based).
- Participate in the development of risk models covering physical energy assets, option trading, non-standard long-term contracts, and credit risk.
- Proactively support the Risk team by finding efficient ways to deploy models and automate processes.
- Degree in a quantitative field within computer sciences, mathematics, econometrics, physics, or engineering.
- Knowledge of algorithms, data structure, and systems programming concepts
- Experience coding in Python, C++, C# or Java
- Insights in the field of quantitative finance and risk (valuation, risk modelling, statistical analysis).
- Understanding of energy markets and financial market concepts will be a plus.
- Fluent in English, both written and spoken.