MRE Consulting, Ltd. (CK)
Responsibilities
•Works independently, determines own priorities and provides functional / technical support to experienced colleagues.
• Focus is on functional design and development of moderately complex applications and infrastructure.
• Acts as Subject Matter Expert (SME) within projects concerning multiple IT systems / domains.
• Identifies and advises on opportunities for improvements and on optimal use of applications and Infrastructure.
• Role is primarily a hands on Software Developer working with the Algorithmic Trading Team to develop software solutions. Using expertise in advanced programming, modeling, and machine learning to design, build, and optimize high-performance, low-latency trading algorithms.
• Contribute to system architecture, constantly seek innovative technical solutions to gain a competitive edge, and are expected to mentor junior team members while effectively communicating complex technical and market concepts to diverse stakeholders
Key Characteristics
• 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
• Productionise models into software applications, ensuring robust day to day operation, monitoring and back testing are in place
• Translate trader’s need into software product requirements
• Prototype and implement data pipelines
• Co-ordinate closely with analysts and traders during development of models, acting as a technical support and coach
• Produce accurate, performant, scalable, secure software, and support best practices following defined IT standards
• Transform proof of concepts into a larger deployable product in the environment and outside. Rinse and repeat, cross-pollinate ideas across projects and assets
• Work in a highly-collaborative, friendly Agile environment, participate in Ceremonies and Continuous Improvement activities. Strategic advisor to the businesses& building data science roadmap with the stakeholders
• Ensuring that documentation and explanations of results of analysis or modelling are fit for purpose for both a technical and non-technical audience
• Develop the technical and non-technical capabilities of less senior team members
• Adhere to the principles of delivering quality by conducting regular health checks, audits, code reviews to ensure that clean and maintainable production-level code is being produced by project teams
• Evaluate and benchmark all new initiatives prior to developing solutions.
• Keep abreast of new engineering practices, technologies and continuously improving our Agile practices and building and strengthening relationships and alliances in academia, IDT and industry
Professional Qualifications & Skills
Educational Qualification
• MSc 8+ years work experience as software developer, with at least 4 years productionizing and releasing models.
• Degree level in STEM, computer science, engineering, mathematics, or a relevant field of applied mathematics.
• Good understanding of Trading terminology and concepts (incl. financial derivatives), gained from experience working in a Trading of Finance environment.
Required Skills
• Strong proficiency in C# .NET, including best practices for performance and scalability.
• Multithreading and low-latency apps
• Asynchronous messaging
• Understanding of market microstructure (orderbooks, exchanges, types of orders)
• Front office algo trading experience (preferably strategy implementation)
• Proficiency in advanced backtesting methodologies, including walk-forward optimization and robust testing.
• Experience integrating with market data feeds and exchange APIs.
• Ability to design and implement modular and scalable trading system components.
Nice to have Skills
• Knowledge of Cloud Platforms
• Experience of ETRM systems for trading
• Gas/Power Trading knowledge – Short-term trading, physical assets trading (CCGT, Wind, Solar, Battery)
• Forex Trading experience
• Risk – Modelling & understanding of risk & risk management.
• Commodity Modelling – Energy (power, gas, environmental products) and meteorology.
• UI experience (Blazor)
• Knowledge of Information Management, data strategy and governance
• Commercial skills in Value Assurance, Value estimation and Realization, end-to-end value mapping.