Quantitative Engineer

When you join EDF Trading, you’ll become part of a diverse international team of experts who challenge conventional ideas, test new approaches, and think outside the box.

Energy markets evolve rapidly, so our team needs to remain agile, flexible, and ready to spot opportunities across all the markets we trade in power, gas, LNG, LPG, oil, and environmental products.

EDF Group and our customers all over the world trust that their assets are managed by us in the most effective and efficient manner and are protected through expert risk management. Trading for over 20 years, it’s experience that makes us leaders in the field. Energy is what we do.

Become part of the team and you will be offered a great range of benefits, which include (location dependent) hybrid working, a personal pension plan, private medical and dental insurance, bi-annual health assessments, corporate gym memberships, an electric car lease programme, childcare vouchers, a cycle-to-work scheme, season ticket loans, volunteering opportunities, and much more.

Gender balance and inclusion are very high on the agenda at EDF Trading, so you will become part of an ever-diversifying family of around 750 colleagues based in London, Paris, Singapore, and Houston. Regular social and networking events, both physical and virtual, will ensure that you always feel connected to your colleagues and the business.

Who are we? We are EDF Trading, part of the EDF Group - a world leader in low-carbon, sustainable electricity generation.

Join us, make a difference, and help shape the future of energy.

Job Description:

Department Overview

The Quantitative Solutions department is business focussed and prides itself in being subject matter experts across our core areas: business knowledge, research and development of derivatives models, analytical tools, producing highly scalable performant compute services for pricing and risk.

Team Description 

The team works on EDFT’s core enterprise valuation platform producing risk and PnL of all deal types within EDFT’s portfolio, including complex derivative structures. The team requires a high degree of technical expertise across a range of technologies and provides advice on a range of analytical technologies. The Quant Engineering team is responsible for the new direction of the service-based infrastructure for the Quant offering

Lastly, the group operates in a high-pressure front office environment where many requests and issues are directed to this group during a typical day and require addressing in short order. The issues are frequently complex, requiring knowledge of complex systems and coordination across multiple teams.  

Core Responsibilities 

Main Responsibilities  

Development   

• Engage with the users to gather requirements and take ownership for the delivery of any development work within the agreed timelines.   

• Adhere to the company’s standards and best practices, including, but not limited to, documentation, testing and peer review  

• Use technology appropriately and flexibly, taking into consideration the company’s strategy and recommendations.  

• Provide full visibility of work undertaken via backlog of requests.  

• Implement software engineering best practices and develop high quality code with appropriate test coverage  

• Refactor and enhance existing components and solutions in order to standardise and reduce duplication.  

• Provide detailed documentation of the application/component features being developed.  

• Assist production operations team in testing, rollout and production support.  

• Advise on and implement appropriate architecture, data model, and system design and interfacing requirements for each project  

• Ability to work in a fast-paced environment.  

Analytics and other front office tools   

• Be able to support and further develop other desktop tools built by the quantitative development team.  

• Take ownership of the development infrastructure required by the above tools and, whenever possible, adopt the company’s standard toolset for source code repository, continuous build and deployment.  

• Work closely with Quantitative Analytics and Quantitative Development team on various technical aspects such as model integration, performance, improvements and tracking issues to deliver highly reliable and highly complex technical solutions.  

• Coordinate and communicate specific subject matter knowledge to the design and integration phase of each project   

• Support to the Business   

• Engage with the business to assist them in understanding and defining their requirements for any systems and tools supported by the team.   

• Provide technical advice to the business units by identifying the most appropriate tools/processes for any given task.  

Technical Requirements 

• Good programming skills in .Net and basic understanding of Python; able and willing to write clear and effective code 

• Understanding of API and backend services development in .Net 

• Understanding of the basic of containers and cloud based systems 

• Understanding of Relational and non-relational database systems 

• Sound understanding of computer science and mathematical methods  

• Interest in commodity trading and finance domain 

Person Specification 

• Strong analytical and problem solving skills with an exceptional level of attention to detail 

• Good communication skills with the ability to actively engage with non-technical audiences 

• Capable of thriving in a fast paced yet collaborative and team-driven trading environment 

• Able to work effectively under pressure with traders and demanding front office users  

• Hands-on approach, flexible with a positive outlook.