RWE Supply & Trading GmbH
To start as soon as possible, full time / part time, permanent
Your future plans
We look for a Senior Quantitative Developer in the Quantitative Development team of the Structuring & Valuation department (S&V) in London / Swindon / Essen who wants to leave a foot print in our front office software landscape.
The team hosts all major standardised optimisation and derivatives pricing software used within RWE Supply & Trading GmbH (RWEST). The team maintains, develops and supports the tools / libraries for all desks in all locations. Hence, we cooperate closely with other teams in the S&V department, trading desks, commercial asset management, risk management, and IT.
Contributing Responsibilities:
- Maintaining, developing, and supporting major standardised optimisation and derivatives pricing software used within RWEST
- Participating in the development of a new library aimed at centralizing existing functionality
- Writing code in C#, C++, Python, gRPC/Protobuf
- Supporting multiple platforms such as Windows, Linux-Container, and DataBricks
Skills Required:
- University degree (Diploma / Masters / PhD) in applied Math / Computer Science or equivalent
- Proven track record working on financial libraries and experienced with the architecture thereof
- Excellent knowledge with the design and implementation of analytics models for pricing and risk management
Your Powerful Skills
- Very good communication, problem solving and analytical skills and the ability to translate complex real-world requirements into software solutions efficiently, autonomously and with a high quality
- Excellent knowledge of valuation and risk methods for complex products and derivative instruments
- Strong experience in OOP using C# (.NET8), C++, Python and an attitude towards agile working style
Advantageous, but not a must
- Knowledge of products in the energy market / commodity market
- Work experience in energy / commodity trading
Benefits You Can Rely On
We really appreciate you going the extra mile and using every ounce of energy when the heat is on. That’s why we want to make your time with us as enjoyable as possible. At RWE Supply & Trading we value our employees and strive to create a supportive and inclusive work environment. With a range of competitive benefits, we not only offer excellent development prospects and a competitive remuneration package but also take care of your well-being and understand that life-work integration is essential.
Our offer includes:
- Work at the commercial heart of RWE – directly shaping the energy transition
- Task oriented and hybrid working model
- Join a diverse and multicultural department in a highly dynamic and rapidly growing business
About RWE Supply & Trading GmbH
RWE Supply & Trading is the interface between RWE and the energy markets around the world. Around 2,000 employees from over 70 different countries trade electricity, gas, commodities and CO2 emission allowances. The trading entity also ensures the commercial optimization of RWE’s power plant dispatch and markets electricity from RWE.