Algorithmic Trading Developer

Description: • Works independently, determines own priorities and provides functional / technical support to experienced colleagues. • Focus is on functional design and development of moderately complex applications and infrastructure. • Acts as Subject Matter Expert (SME) within projects concerning multiple IT systems / domains. • Identifies and advises on opportunities for improvements and on optimal use of applications and Infrastructure. • Role is primarily a hands on Software Developer working with the Algorithmic Trading Team to develop software solutions. Using expertise in advanced programming, modeling, and machine learning to design, build, and optimize high-performance, low-latency trading algorithms. • Candidate will contribute to system architecture, constantly seek innovative technical solutions to gain a competitive edge, and are expected to mentor junior team members while effectively communicating complex technical and market concepts to diverse stakeholders Key Characteristics • Good understanding of maths, finance as role interacts with quant devs, analysts and traders. • Familiarity with e.g. PnL, greeks, volatility, partial derivative, normal distribution etc. Financial and/or trading exposure is nice to have, particularly energy commodities • Productionise models into software applications, ensuring robust day to day operation, monitoring and back testing are in place • Translate trader’s need into software product requirements • Prototype and implement data pipelines • Co-ordinate closely with analysts and traders during development of models, acting as a technical support and coach • Produce accurate, performant, scalable, secure software, and support best practices following defined IT standards • Transform proof of concepts into a larger deployable product in the company and outside. Rinse and repeat, cross-pollinate ideas across projects and assets • Work in a highly-collaborative, friendly Agile environment, participate in Ceremonies and Continuous Improvement activities. Strategic advisor to the businesses& building data science roadmap with the stakeholders • Ensuring that documentation and explanations of results of analysis or modelling are fit for purpose for both a technical and non-technical audience • Develop the technical and non-technical capabilities of less senior team members • Adhere to the principles of delivering quality by conducting regular health checks, audits, code reviews to ensure that clean and maintainable production-level code is being produced by project teams • Evaluate and benchmark all new initiatives prior to developing solutions. • Keep abreast of new engineering practices, technologies and continuously improving our Agile practices and building and strengthening relationships and alliances in academia, IDT and industry Professional Qualifications & Skills • MSc 8+ years work experience as software developer, with at least 4 years productionizing and releasing models. • Degree level in STEM, computer science, engineering, mathematics, or a relevant field of applied mathematics. • Good understanding of Trading terminology and concepts (incl. financial derivatives), gained from experience working in a Trading of Finance environment. Required Skills • Strong proficiency in C# .NET, including best practices for performance and scalability. • Multithreading and low-latency apps • Asynchronous messaging • Understanding of market microstructure (orderbooks, exchanges, types of orders) • Front office algo trading experience (preferably strategy implementation) • Proficiency in advanced backtesting methodologies, including walk-forward optimization and robust testing. • Experience integrating with market data feeds and exchange APIs. • Ability to design and implement modular and scalable trading system components. Nice to have Skills • Knowledge of Cloud Platforms • Experience of ETRM systems for trading • Gas/Power Trading knowledge - Short-term trading, physical assets trading (CCGT, Wind, Solar, Battery) • Forex Trading experience • Risk - Modelling & understanding of risk & risk management. • Commodity Modelling - Energy (power, gas, environmental products) and meteorology. • UI experience (Blazor) • Knowledge of Information Management, data strategy and governance • Commercial skills in Value Assurance, Value estimation and Realization, end-to-end value mapping.