This person will take a crucial position in the redesign of the risk platform. This is a firm-wide tool that touches every aspect of a global business in every energy / financial asset class (Power, Gas, Oil, LNG, Carbon Certificates etc).
You will join a top team of; Traders, Quants, Software Engineers and Data Scientists in a group that are thought leaders within the energy trading space.
Work directly with Chief Risk Architect to build out the core components of the new risk platform
Collaborate closely with quant teams to implement high-performance pricers for full spectrum of physical and financial trades
Integrate proprietary market feeds and internally generated data into the risk platform to provide intra-day, near real-time functionality to users
Architect APIs to expose functionality to trading desks and to various GUIs
In the initial stages, help define and configure the platform's infrastructure, based on platform scalability requirements and in close exchange with Risk Architect
Partner with traders and Commercial Analysts globally to refine the platform's functions using real-life trades from selected pilot desks
Strive to implement clean, well-documented, tested, and extensible code
The ideal candidate:
5+ years' experience/full proficiency in C++; 2+ years' experience in Python
Substantial prior experience with implementing a risk/pricing/trade valuation engine in C++
Versatile, well-rounded software engineering skills; outstanding analytical ability to break down requirements into components and architect a system that fully addresses these requirements
Ability to rapidly learn new functional and technical concepts and apply them to a given challenge