Senior Python Developer - Michael Bailey Associates : Job Details

Our client is seeking a Senior Python DeveloperProject due to start in February and will be for 10 Months initially. The position will be hybrid and will require weekly visits to site in London.What you'll be doing:Develop software applications in Python to transform, scale and productionise a range of quantitative and probabilistic financial modelling algorithms, including computation of risk and return metrics, Black Scholes, and Monte Carlo simulations; effectively leveraging our Azure platform, often as technical lead of a small product development team.This is primarily a software engineering role, but also requires the ability to understand and code complex mathematical models to support trading decisions. You will work closely with analysts to productionise their models and integrate them in our cloud (Azure) model framework.

You will be working alongside Quant developers, so this project would be ideal for candidates who have worked in this environment. Skills and requirements:

• Strong senior Python developer with up-to-date skills, including web development, cloud (ideally Azure), Docker, testing (must have), devops (ideally terraform + github actions).
• Ability Expert in core Python with Python scientific stack / ecosystem (incl pandas, numpy, scipy, stats), and a second strongly typed language (e.g.: C++, Rust or Java).
• 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
• Expert in application design, security, release, testing and packaging
• Experienced in Source Control Technologies (incl GitHub, Azure DevOps), CI/CD and Test Automation.

Nice to have Skills

• Gas/Power Trading knowledge - Short-term trading, physical assets trading (CCGT, Wind, Solar, Battery)
• Risk - Modelling & understanding of risk & risk management.
• Commodity Modelling - Energy (power, gas, environmental products) and meteorology.
• Knowledge of Information Management, data strategy and governance
• Commercial skills in Value Assurance, Value estimation and Realization, end-to-end value mapping.

Michael Bailey International is acting as an Employment Business in relation to this vacancy.