MRE Consulting, Ltd. (LM)
Typically
- 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
- Candidate will 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 math, 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
- Productionize 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 client 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 back testing 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