Quantitative Software Engineer

  • BP
  • London, UK
  • 09/06/2022
Full time Data Engineering Big Data Software Engineering jobs DevOps

Job Description

Job details

Salary
£700 - £750 a month

Full Job Description

Job location: London (mix of remote and onsite)
Industry: gas & oil
Employment type: contract (6 months initially, looking to extend)
Daily rate: £700-£750
Engagement via an umbrella company
The opportunity
We are currently searching for experienced Quantitative Software Engineer, who will be joining a high performing team exposed to many of the most exciting business and technology challenges the client faces within its trading businesses today, focussing on maximising value from client’s assets and operations. Typical solutions include use of advanced optimisation techniques (e.g. Heuristic Optimisation), Machine Learning and simulation-based Reinforcement Learning
What you do:
  • work closely with Traders and Operators to optimise various aspects of client's operations, ranging from efficient logistical operations (for example, shipping scheduling), partnering with traders to ensure the portfolios are kept optimal.
  • develop a deep understanding of the optimisation algorithms and of the business context in which the team operates
  • will focuse in writing code, while pursuing software engineering best practices for design, build and test. High-quality documentation, traceability and knowledge sharing is expected.
  • work directly with the Optimisation Technical Team Lead on the evolution of the current technology platform in place, as well as the long-term strategy and roadmap for the increased use of optimisation
Key skills:
  • Advanced knowledge of Java and associated ecosystem (Java 8, GIT, Maven, Jenkins, Desktop Java - eg. JavaFX/Swing, SpringBoot/RESTful Webservices).
  • Strive for excellence and continuous improvement in software architecture, Agile methods and build systems, as well as the underlying optimisation algorithms.
  • Ability to work closely with the business, draw out their requirements and create a mathematical model.
  • Strong communication skills with ability to present ideas well graphically as well as verbally.
  • Strong mathematical and numeracy skills.
  • A quantitative degree – with commercial experience of advanced algorithm implementation. Good understanding of Computational Complexity Theory (EG: Big-O notation).
Desirable:
  • Experience in optimisation. Examples include linear programming and solving a TSP using a heuristic approach such as simulated annealing, genetic algorithms or machine learning.
  • Experience with DevOps: working with AWS, Docker, Ansible, Kerberos, Openshift/Kubernetes.
If the offer fits you and you have the relevant experience, don't hesitate to apply!