Quantitative Developer

Permanent
Posted 5 months ago

Who we are

Form of employment: Permanent

Start date: Immediate

OnSite with Client in: London (Remote until further notice)

About us www.aubay.co.uk  Ahead of Innovation!

AubayUK  are a part of Aubay Group, based at Level39 www.level39.co Europe’s foremost FinTech hub in Canary Wharf London. We are recognised as an InSourcing Partner for our client-side deployment –  delivered across London. Our clients are globally recognized as Super Majors/ Financial Services and Innovative FinTech players.  You will be working remotely initially and thereafter onsite at one End-Client.

Aubay Group www.aubay.com are an international Digital Services Company operating for 21 years in the European market and working alongside some of the biggest names in the Banking, Finance, Insurance, Energy, IT/Digital, Manufacturing, Transport and Telecoms sectors. With over 6200 Employees across 7 countries and within 16 offices in England/France/Belgium/Luxembourg/Italy/Spain and Portugal, Aubay generated revenues of €435 million in 2019. We are listed on a Euronext Stock Exchange.

What we are looking for:

There are certain qualities and 10 character traits we seek in our people and these are aligned with our company values.

  • Commitment… doing what it takes for lasting results.
  • Together… combining our expertise to create smarter solutions.
  • Driven… personally aiming high and wanting better.
  • Smart… being innovative and open with ideas and using common sense.
  • Passionate… about what you do for the company
  • Attitude… positive at all times, we are in customer service
  • Aptitude… think outside your comfort zone to create solutions from nothing
  • Motivation… striving to be better than before
  • Trust… your colleagues and manager will expect you to earn this and retain it
  • Integrity… thinking of others and striving for excellence

Role description

Aubay is looking for a Quantitative Developer to help expand the power trading desks quantitative
ability by providing a capability to provide development support and best practices to Quants on the desk. This will enable the quants to continue on working on the ‘quant-stack’ and the developers to work on the ‘tech stack’. The quantitative developer will work in tandem with the quants to establish the risk premiums for renewable assets across Europe, help in building strutting models for complex deals, and forecast a growing and complex mix of generation assets.

Responsibilities:

  • Produce accurate, performant, and maintainable code
  • Build research tools with reuse in mind
  • Provide coaching and a point of focus for tech related enquires for quants
  • Liaise and collaborate directly with Traders and Quants

Requirements:

  • Phyton – Packages: Numpy, SciPy, Sickt-Learn or Keras or Tensorflow
  • Power Trading/Commodities Experience
  • Statistical background – Masters or PhD in STEM Subjects, (Financial Engineering preferable)
  • Experience in working with low granularity time series data
  • Experience in working with Data Engineers to get the most out of ETL processes
  • Experience with Azure (Blobstorage, Cosmo DB)
  • Dedicated to Agile best practices – (shared understanding, enough documentation, focus)
  • Familiarity with storage quality practices – (Gold/Silver/Bronze)

 About the Client-side deployment:

Our Client, a Super Major, is a Global Energy Company. Around 84,000 employees across more than 70 countries working together to power progress through more and cleaner energy solutions.

Specialities: Upstream/ Downstream, Bio-Fuels, Integrated Gas, New Energies, Chemicals, Energy, and Trading

Becoming one of us:

Remuneration Package:

  • 25 Days Annual Leave
  • Pension
  • Udemy Training Platform
  • Perkbox
  • All Public Holidays are not required to work
  • Free fruit/ hot & soft drinks/ cookies/ candy (If onsite at Level39)
  • You’ll become a community member of Level39 giving you access and insight to network amongst peers and learn more about tech trends and events like Artificial Intelligence/ Machine Learning/ Crypto/ Digital Banking/ Cyber/ Robotic Process Automation/ Internet of Things, among others
  • Monthly Socials/ Summer Socials/ Winter Socials
  • Time to attend conferences
  • Work from home opportunities
  • Discount on Wintersports holiday at aero1607.com
  • Weekly/ Fortnightly and monthly catch-ups with your assigned Talent Attraction and Retention Consultant at AubayUK for open and honest feedback and support – ensuring smooth onboarding.
  • The opportunity to work directly for the Client at the end of the assignment on a permanent basis

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