Softwarearchitekt - United Kingdom - RWE Gruppe

Description

RWE Supply & Trading GmbH
To start as soon as possible, full time / part time, permanent

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).

Hence, we cooperate closely with other teams in the S&V department, trading desks, commercial asset management, risk management and IT.

Contributing to maintaining, developing, and supporting major standardised optimisation and derivatives pricing software used within RWEST
Participating in the development of a new library aimed at centralising existing functionality:
Writing code in C#, C++, Python, gRPC/Protobuf
Supporting multiple platforms such as Windows, Linux-Container, and DataBricks
Tailoring for various target architectures, both local and service-based
Defining and executing model tests to ensure high quality and adequacy
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
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
Experience in working with Windows, MicrosoftExcel, Databases / SQL, Linux, dev-ops/Git, Visual Studio (Code)
Work experience in energy / commodity trading
Further we welcome applications from individuals who may not be able to commit to full-time roles.

At RWEST, finding the right person for the job is our top priority, and we are willing to explore flexible arrangements.

Work at the commercial heart of RWE –directly shaping the energy transition
Task oriented and hybrid working model

We value diversity and therefore welcome all applications, irrespective of gender, disability, nationality, ethnic and social background, religion and beliefs, age or sexual orientation and identity.

#Of course, you can find us on LinkedIn, Instagram, Facebook, YouTube and Xing, too.
Around 2,000 employees from over 70 different countries trade electricity, gas, commodities and CO2 emission allowances. The trading entity also ensures the commercial optimisation of RWE's power plant dispatch and markets electricity from RWE. We are looking forward to your online application.