Senior Quantitative Algorithm Researcher

If you enjoy a fast-paced working environment, while seeing your algorithms go from a first spark to actively trading in a matter of weeks, you might be the Senior Algorithm Researcher we are looking for to join us in the Algorithmic Trading team at Centrica Energy Trading (CET).

CET is today a modern, flat, and innovative organization, where algorithms are researched, developed, and deployed as an integral part of trading. In this dynamic setting, with top-level colleagues, you’ll be bringing your best ideas to the energy markets, leveraging our unique proprietary algo trading platform developed over the past four years.

The team

We are a cross-disciplinary commercial team consisting of top-level people with diverse quantitative backgrounds, such as software engineers, computer scientists, mathematicians and physicists. We share a mission of spearheading research, development, deployment, and operations of trading algorithms intended for energy commodity markets.

If you are curious, inventive, and open-minded, we are certain you will thrive with us, where discussing and sharing trading ideas at a white board are equally important to your skills as a first-class Quant. We work in an open workspace where learning and professional growth are actively encouraged (and required) via participation in e.g. study groups, conferences, sparring, engaging with peers across the organization.

The role

Your role as Algorithm Researcher will challenge your creative and technical abilities, working across all aspects of algorithmic trading; from using your research to find the edge we need in the markets, to implementing automated trading strategies in our algorithmic trading framework. In all our supporting processes, ranging from unit testing to deployment, we prioritize a high degree of automation in a modern CI setting allowing you to focus on applying your quantitative skills in market-facing activities, rather than on tedious operations.

On an average workday, your principal responsibilities will include:

  • Research, development, and validation of trading strategies across the liquid energy commodity space

  • actively engaging in the creative process around inventing quantitative models for beating the market

  • intermittently tracking and monitoring e.g. PL and performance of your trading strategies

Additional responsibilities may include:

  • Leading and supporting the entire process flow from research to live trading

  • giving input to development of our bespoke algorithmic trading platform

  • liaising with our IT department, control functions, and other stakeholders across the business

With other algo researchers, analysts, algo developers, and traders, you will be responsible for monetizing a business area via algorithmic trading, with clear profit objectives

 

We expect that you

  • have a Master's or PhD degree in a quantitative field

  • are talented and passionate about algo research and data science

  • have 3+ years of experience from a trading organization, working in commodity markets

  • are a driven, commercially minded, and confident bringing your models to the market

  • experienced user of the R/Python data-science ecosystems

 

It will be a clear plus if you have

  • familiarity with order interplay and market microstructures

  • experience as a quantitative researcher in algo/quantitative trading, or a related field

  • have PhD-level research experience in a quantitative field

  • are familiar with object-oriented programming, C#, .NET in addition to REST APIs, Docker, AWS, Argo, etc.

 

Are you still interested?  If so, please apply to the position online. Job interviews and recruitment will happen on an ongoing basis.

If you have any questions, or would like more information, do not hesitate to contact Mads Lund Trolle (Head of Algorithmic Trading) on +45 61701186


PLEASE APPLY ONLINE by hitting the 'Apply' button.

Applications will ONLY be accepted via the ‘Apply’ button.

 

This role is being handled by the Centrica recruitment team and NO agency contact is required.


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