Quantitative Developer

Quant Analyst/Developer

Form of Employment: Contract (6months – 1 year)

Start Date: Immediate

Location: London/Doha

Reference ID: 519

Role Summary

Aubay UK is seeking an experienced Quantitative Analyst/Developer to design and implement mathematical models and algorithms that drive data-driven decisions. You’ll work on optimizing trading strategies and risk management systems using strong programming skills (Python, C++, etc.) and a deep understanding of financial markets.

Required Skills and Experience:
• Previous work experience working as a quant in an energy commodity trading organization
• Experience in modelling spot/forward price processes, building Monte Carlo simulation tools, multifactor models, gas storage models, and commodity option pricing (spread and exotic), modelling stochastic volatility and correlation in commodity prices.
• Expert-level coding skills in a language such as Python, C#, or C++

Desired Skills and Experience:
• Proficiency in programming (Python, C++, etc.) and data analysis tools
• Strong understanding of financial markets, trading strategies, and risk management
• Experience with statistical modelling, machine learning, and algorithm development
• Ability to work with large datasets and perform complex quantitative analysis
• Excellent communication and teamwork skills
• Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related.

Role Responsibilities:
• Design, develop, and implement sophisticated quantitative models and algorithms to support trading strategies and risk management.
• Analyse large datasets to identify patterns, trends, and anomalies, and provide actionable insights to drive decision-making.
• Collaborate with portfolio managers, traders, and other stakeholders to optimize trading strategies and improve overall performance.
• Test, validate, and refine models to ensure accuracy, reliability, and scalability in live trading environments.
• Continuously monitor market conditions and refine models to adapt to changing financial landscapes.
• Develop tools and systems to automate data processing, analysis, and reporting.
• Stay up to date with emerging technologies, financial instruments, and market trends to maintain a competitive edge.

About Aubay UK – Ahead of Innovation!

Aubay UK is a recognised Insourcing Partner for client-side deployment delivered across London. Our team, based in Canary Wharf, specialises in hiring IT professionals within London’s Energy and FinTech sectors, helping our clients to expand their operations with top-tier talent who are experts in their fields. We work exclusively with clients who are globally recognized as Energy Super Majors/Financial Services and innovative FinTech players.

Aubay UK is the most recently started branch of Aubay Group www.aubay.com. Aubay Group is an international Digital Services Company, listed on a Euronext Stock Exchange, who have been operating for 25 years in the European market and working alongside some of the biggest names in the Banking, Finance, Insurance, Energy, IT/Digital, Manufacturing, Transport and Telecoms sectors. With over 7,800 employees across 7 countries and 16 offices in England, France, Belgium, Luxembourg, Italy, Spain, and Portugal, Aubay Group generated revenues of €534 million in 2023.

What Aubay UK Offers

At Aubay UK, people are at the heart of our business. We offer a competitive remuneration package which includes a range of benefits. You will receive continuous support from our dedicated Talent Acquisition Specialists, who will support your career development and success during your assignment with our client. Other benefits include:

25 Days Annual Leave + Bank Holidays

Pension scheme

Work-from-home opportunities

Access to Udemy training platform and conferences

Discount on winter sports holidays at www.aero1607.com

Opportunity to work directly for the client at the end of the assignment

Our client

Our client is one of the Super Major global energy companies with around 84,000 employees across 70+ countries who are working to power progress through cleaner energy solutions.

Specialities: Upstream/Downstream, Biofuels, Integrated Gas, New Energies, Chemicals, Energy and Trading.

You will have the opportunity to work in a challenging but rewarding environment that is fast-paced and changing fundamentally and work towards transforming the business of a Super Major energy company to meet the ambition to be a net-zero emissions energy business by 2050 whilst delivering a world-class business case that has a robust societal license to operate. In your role, you will be expected to enact change and deliver value globally across business lines and geographies.

Apply via our website - www.aubay.co.uk

This role requires you to be based in the UK and have the right to work in the UK.

Aubay UK is proud to be an equal-opportunity employer. Employment decisions will be based on merit, competence, performance, and business needs.