Sorry, applications for this particular Job have now closed. AVP - Python Quant Developer - Risk Location: London Job type: Permanent About the team You'll join a small, London based Financial Risk team that designs, develops and d View job & apply Location: London Salary: to £80k + benefits Job type: Permanent Sector: Banking My client is one of the largest banks in the UK, renowned for their flexible working culture, rem View job & apply Senior Quantitative Analyst - Product Management Location: London Job type: Permanent My client is a global powerhouse in market infrastructure, opening doors to the world's financial View job & apply Location: London - hybrid Job type: Contract Sector: Banking Are you ready to shape the future of portfolio risk management in a dynamic banking environment? View job & apply Location: London - Hybrid Job type: Permanent Sector: Banking Credit Risk Data Analyst - Risk & Analytics Are you passionate about turning data into insigh View job & apply Location: London Salary: to £70k + benefits Job type: Permanent Sector: Banking My client is one of the largest banks in the UK, renowned for their flexible working culture, rem View job & apply Location: London Job type: Permanent Credit Risk Modeller / Validator - Boutique Consultancy This is a rare chance to join a founder-l View job & apply Location: London Job type: Permanent Sector: Insurance About the Company Join a forward-thinking, people-first organisation where collaboration, inclusi My client is a large and successful retail bank with offices across the UK. They are looking to hire an credit risk model validation professional to join a small, high calibre team carrying out quantitative validation of the firms various credit risk models The team is spread across the UK and firm offers truly flexible working with the opportunity to work remotely for up to for most of the time, with only 1 day per month required at one of the 4 UK offices. Key Responsibilities Lead and perform independent validation of models across the Group, engaging with Analytics teams and Senior Management in the timely completion of model validations and reporting of identified findings and weaknesses of models. Develop and shape the overall approach to model validation and model risk management across the Group. Manage the prioritisation of models requiring validation according to model materiality, business use, complexity and other factors. Oversight of model risk activities across the Group and providing challenge on the appropriateness of models used within the business. Engaging with Senior Stakeholders (e.g. CROs, Finance Directors, Heads of Functions) on key model risk activities. Requirements: Significant prior experience of model validation and/or model development for credit risk, preferably in retail,. Practical understanding of model validation techniques particularly on retail credit risk, IFRS9, and IRB models. Knowledge of model risk management regulations and standards in the UK and EU. Candidates will likely be working in the model validation or development team of a large retail bank, challenger, consumer finance firm or consultancy specialised within credit risk. We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know. Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
Jan 06, 2026
Full time
Sorry, applications for this particular Job have now closed. AVP - Python Quant Developer - Risk Location: London Job type: Permanent About the team You'll join a small, London based Financial Risk team that designs, develops and d View job & apply Location: London Salary: to £80k + benefits Job type: Permanent Sector: Banking My client is one of the largest banks in the UK, renowned for their flexible working culture, rem View job & apply Senior Quantitative Analyst - Product Management Location: London Job type: Permanent My client is a global powerhouse in market infrastructure, opening doors to the world's financial View job & apply Location: London - hybrid Job type: Contract Sector: Banking Are you ready to shape the future of portfolio risk management in a dynamic banking environment? View job & apply Location: London - Hybrid Job type: Permanent Sector: Banking Credit Risk Data Analyst - Risk & Analytics Are you passionate about turning data into insigh View job & apply Location: London Salary: to £70k + benefits Job type: Permanent Sector: Banking My client is one of the largest banks in the UK, renowned for their flexible working culture, rem View job & apply Location: London Job type: Permanent Credit Risk Modeller / Validator - Boutique Consultancy This is a rare chance to join a founder-l View job & apply Location: London Job type: Permanent Sector: Insurance About the Company Join a forward-thinking, people-first organisation where collaboration, inclusi My client is a large and successful retail bank with offices across the UK. They are looking to hire an credit risk model validation professional to join a small, high calibre team carrying out quantitative validation of the firms various credit risk models The team is spread across the UK and firm offers truly flexible working with the opportunity to work remotely for up to for most of the time, with only 1 day per month required at one of the 4 UK offices. Key Responsibilities Lead and perform independent validation of models across the Group, engaging with Analytics teams and Senior Management in the timely completion of model validations and reporting of identified findings and weaknesses of models. Develop and shape the overall approach to model validation and model risk management across the Group. Manage the prioritisation of models requiring validation according to model materiality, business use, complexity and other factors. Oversight of model risk activities across the Group and providing challenge on the appropriateness of models used within the business. Engaging with Senior Stakeholders (e.g. CROs, Finance Directors, Heads of Functions) on key model risk activities. Requirements: Significant prior experience of model validation and/or model development for credit risk, preferably in retail,. Practical understanding of model validation techniques particularly on retail credit risk, IFRS9, and IRB models. Knowledge of model risk management regulations and standards in the UK and EU. Candidates will likely be working in the model validation or development team of a large retail bank, challenger, consumer finance firm or consultancy specialised within credit risk. We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know. Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
Sorry, applications for this particular Job have now closed. AVP - Python Quant Developer - Risk Location: London Job type: Permanent About the team You'll join a small, London based Financial Risk team that designs, develops and d View job & apply Location: London Salary: to £80k + benefits Job type: Permanent Sector: Banking My client is one of the largest banks in the UK, renowned for their flexible working culture, rem View job & apply Senior Quantitative Analyst - Product Management Location: London Job type: Permanent My client is a global powerhouse in market infrastructure, opening doors to the world's financial View job & apply Location: London - hybrid Job type: Contract Sector: Banking Are you ready to shape the future of portfolio risk management in a dynamic banking environment? View job & apply Location: London - Hybrid Job type: Permanent Sector: Banking Credit Risk Data Analyst - Risk & Analytics Are you passionate about turning data into insigh View job & apply Location: London Salary: to £70k + benefits Job type: Permanent Sector: Banking My client is one of the largest banks in the UK, renowned for their flexible working culture, rem View job & apply Location: London Job type: Permanent Credit Risk Modeller / Validator - Boutique Consultancy This is a rare chance to join a founder-l View job & apply Location: London Job type: Permanent Sector: Insurance About the Company Join a forward-thinking, people-first organisation where collaboration, inclusi My client is a large and successful retail bank with offices across the UK. They are looking to hire an credit risk model validation professional to join a small, high calibre team carrying out quantitative validation of the firms various credit risk models The team is spread across the UK and firm offers truly flexible working with the opportunity to work remotely for up to for most of the time, with only 1 day per month required at one of the 4 UK offices. Key Responsibilities Lead and perform independent validation of models across the Group, engaging with Analytics teams and Senior Management in the timely completion of model validations and reporting of identified findings and weaknesses of models. Develop and shape the overall approach to model validation and model risk management across the Group. Manage the prioritisation of models requiring validation according to model materiality, business use, complexity and other factors. Oversight of model risk activities across the Group and providing challenge on the appropriateness of models used within the business. Engaging with Senior Stakeholders (e.g. CROs, Finance Directors, Heads of Functions) on key model risk activities. Requirements: Significant prior experience of model validation and/or model development for credit risk, preferably in retail,. Practical understanding of model validation techniques particularly on retail credit risk, IFRS9, and IRB models. Knowledge of model risk management regulations and standards in the UK and EU. Candidates will likely be working in the model validation or development team of a large retail bank, challenger, consumer finance firm or consultancy specialised within credit risk. We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know. Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
Jan 06, 2026
Full time
Sorry, applications for this particular Job have now closed. AVP - Python Quant Developer - Risk Location: London Job type: Permanent About the team You'll join a small, London based Financial Risk team that designs, develops and d View job & apply Location: London Salary: to £80k + benefits Job type: Permanent Sector: Banking My client is one of the largest banks in the UK, renowned for their flexible working culture, rem View job & apply Senior Quantitative Analyst - Product Management Location: London Job type: Permanent My client is a global powerhouse in market infrastructure, opening doors to the world's financial View job & apply Location: London - hybrid Job type: Contract Sector: Banking Are you ready to shape the future of portfolio risk management in a dynamic banking environment? View job & apply Location: London - Hybrid Job type: Permanent Sector: Banking Credit Risk Data Analyst - Risk & Analytics Are you passionate about turning data into insigh View job & apply Location: London Salary: to £70k + benefits Job type: Permanent Sector: Banking My client is one of the largest banks in the UK, renowned for their flexible working culture, rem View job & apply Location: London Job type: Permanent Credit Risk Modeller / Validator - Boutique Consultancy This is a rare chance to join a founder-l View job & apply Location: London Job type: Permanent Sector: Insurance About the Company Join a forward-thinking, people-first organisation where collaboration, inclusi My client is a large and successful retail bank with offices across the UK. They are looking to hire an credit risk model validation professional to join a small, high calibre team carrying out quantitative validation of the firms various credit risk models The team is spread across the UK and firm offers truly flexible working with the opportunity to work remotely for up to for most of the time, with only 1 day per month required at one of the 4 UK offices. Key Responsibilities Lead and perform independent validation of models across the Group, engaging with Analytics teams and Senior Management in the timely completion of model validations and reporting of identified findings and weaknesses of models. Develop and shape the overall approach to model validation and model risk management across the Group. Manage the prioritisation of models requiring validation according to model materiality, business use, complexity and other factors. Oversight of model risk activities across the Group and providing challenge on the appropriateness of models used within the business. Engaging with Senior Stakeholders (e.g. CROs, Finance Directors, Heads of Functions) on key model risk activities. Requirements: Significant prior experience of model validation and/or model development for credit risk, preferably in retail,. Practical understanding of model validation techniques particularly on retail credit risk, IFRS9, and IRB models. Knowledge of model risk management regulations and standards in the UK and EU. Candidates will likely be working in the model validation or development team of a large retail bank, challenger, consumer finance firm or consultancy specialised within credit risk. We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know. Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
We are looking for a Senior Analyst - Quantitative Developer to join our Quantitative Development team . This team is responsible for building and maintaining the firm's proprietary quantitative risk engine, which underpins our market risk analytics. As part of the wider quantitative group-alongside Quant Research and Quant Strategies -you will play a key role in integrating advanced financial models into our client-facing application Horizon, ensuring scalability, reliability, and performance. This role sits at the intersection of software engineering and quantitative finance, offering the opportunity to work with multiple teams and directly impact how our models are deployed and used by clients. Key Responsibilities Design, develop, and maintain components of the in-house quantitative library and risk engine. Collaborate with Quant Research and Quant Strategy teams to implement pricing and risk models for multiple asset classes. Work with Technology and Product teams to integrate quant systems into internal platforms and external client applications. Optimize code and infrastructure for performance, scalability, and stability in production environments. Contribute to the evolution of the firm's quantitative technology stack, including testing frameworks, CI/CD processes, and coding standards. Support market data integration with market data vendors to ensure accurate pricing and risk calculations. Document system design, development practices, and integration processes for both internal stakeholders and external clients. Minimum 2 years of experience in quantitative development, financial engineering, or risk technology. MSc degree in STEM field. Strong programming skills in Python , including experience with numerical libraries and production-quality code. Experience with cloud platforms (AWS preferred) for deploying and scaling applications. Understanding of FX and Interest Rate trade modelling, pricing, and risk management. Familiarity with market data vendors and OTC market data conventions. Strong grasp of software engineering best practices, including testing, version control, and CI/CD. Ability to work collaboratively across quant, tech, and product teams, while managing multiple development projects. Excellent communication skills and the ability to translate technical work into actionable outputs for both technical and non-technical stakeholders. Preferred Qualifications Experience with Rust or C++ for performance-critical quantitative development. Exposure to additional asset classes or risk analytics beyond FX and rates. Familiarity with financial risk concepts such as sensitivities, scenario analysis, and stress testing. Validus Risk Management is an independent technology-enabled advisory firm specialising in the management of FX, interest rate and other market risks. We work with institutional investors, fund managers and portfolio companies to design and implement strategies to measure, manage and monitor financial market risk, using a market-tested combination of specialist consulting services, trade execution and innovative risk technology. Working at Validus can offer an exciting opportunity for both personal development and professional growth. Share in our mission to become the largest and most respected specialist provider of financial market risk services in the world. Notable benefits include a competitive remuneration package (salary + bonus), pension contributions, regular social events, train ticket loans and financial support towards professional qualifications. Validus is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.
Jan 06, 2026
Full time
We are looking for a Senior Analyst - Quantitative Developer to join our Quantitative Development team . This team is responsible for building and maintaining the firm's proprietary quantitative risk engine, which underpins our market risk analytics. As part of the wider quantitative group-alongside Quant Research and Quant Strategies -you will play a key role in integrating advanced financial models into our client-facing application Horizon, ensuring scalability, reliability, and performance. This role sits at the intersection of software engineering and quantitative finance, offering the opportunity to work with multiple teams and directly impact how our models are deployed and used by clients. Key Responsibilities Design, develop, and maintain components of the in-house quantitative library and risk engine. Collaborate with Quant Research and Quant Strategy teams to implement pricing and risk models for multiple asset classes. Work with Technology and Product teams to integrate quant systems into internal platforms and external client applications. Optimize code and infrastructure for performance, scalability, and stability in production environments. Contribute to the evolution of the firm's quantitative technology stack, including testing frameworks, CI/CD processes, and coding standards. Support market data integration with market data vendors to ensure accurate pricing and risk calculations. Document system design, development practices, and integration processes for both internal stakeholders and external clients. Minimum 2 years of experience in quantitative development, financial engineering, or risk technology. MSc degree in STEM field. Strong programming skills in Python , including experience with numerical libraries and production-quality code. Experience with cloud platforms (AWS preferred) for deploying and scaling applications. Understanding of FX and Interest Rate trade modelling, pricing, and risk management. Familiarity with market data vendors and OTC market data conventions. Strong grasp of software engineering best practices, including testing, version control, and CI/CD. Ability to work collaboratively across quant, tech, and product teams, while managing multiple development projects. Excellent communication skills and the ability to translate technical work into actionable outputs for both technical and non-technical stakeholders. Preferred Qualifications Experience with Rust or C++ for performance-critical quantitative development. Exposure to additional asset classes or risk analytics beyond FX and rates. Familiarity with financial risk concepts such as sensitivities, scenario analysis, and stress testing. Validus Risk Management is an independent technology-enabled advisory firm specialising in the management of FX, interest rate and other market risks. We work with institutional investors, fund managers and portfolio companies to design and implement strategies to measure, manage and monitor financial market risk, using a market-tested combination of specialist consulting services, trade execution and innovative risk technology. Working at Validus can offer an exciting opportunity for both personal development and professional growth. Share in our mission to become the largest and most respected specialist provider of financial market risk services in the world. Notable benefits include a competitive remuneration package (salary + bonus), pension contributions, regular social events, train ticket loans and financial support towards professional qualifications. Validus is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.
Data Analyst (Lending Strategy) Hybrid in London, United Kingdom The company Imagine a world where every small business has the power to thrive. That's the world we're building at iwoca. Small businesses aren't just statistics - they're the heartbeat of our communities, the character of our high streets, and the engine of our economy. Since 2012, we've revolutionised how these businesses access finance, turning what was once a lengthy, frustrating process into something remarkable: funding that's fast, flexible, and actually works for modern businesses. Our impact speaks for itself: we've provided billions in funding to more than 150,000 businesses across Europe, making us one of the continent's leading fintech innovators. But we're just getting started. Our mission? To empower one million businesses with the financial tools they deserve. We combine cutting edge technology and data science with genuine human understanding to make finance feel less like a barrier and more like a superpower. Whether a business is managing cash flow or seizing unexpected opportunities, we ensure they get the funds they need - often within minutes. The team The Credit Risk Modelling team builds and improves the models that drive iwoca's lending decisions. They combine data science, engineering, and risk expertise to balance automation with human judgement, and their work supports everything from underwriting and pricing to portfolio monitoring. The team's work is central to iwoca's growth and has a direct impact on both customer outcomes and business performance. The team includes eight data scientists, two developers, and three lending strategy data analysts, all working hybrid schedules in London. The team's work is quite collaborative and there's always four or five people in the office on a given day. The team plans objectives for each quarter and manages progress with weekly meetings. They also have standups every other day to share concerns and help each other. The role You'll analyse data and contribute to the development of our credit models for the enhanced underwriting segment. You'll work with analysts, data scientists, and senior stakeholders to shape iwoca's lending strategy. Learn: Build expertise in the credit domain. Develop your analytical skills through exposure to different experimental approaches and complex analysis. Develop commercial influence: Practice turning data into information, and information into insights, so that you and various stakeholders can deliver improvements with real impact for our customers. Work on interesting and impactful projects, for example: Monitoring and refining risk models to improve decision making and portfolio outcomes Analysing portfolios and tests to investigate credit performance, identify drivers of change, and adapt lending strategies Improving our data, systems, and workflows to strengthen underwriting and monitoring Supporting new product launches and adapting policies to meet investor and regulatory needs The requirements Essential: A quantitative background, such as a degree in mathematics, statistics, economics, engineering, or a related field Ability to analyse data and generate insights to support decisions Ability to evaluate underwriting processes and improve credit models or policies Clear written and verbal communication, with the ability to tailor analysis and recommendations to different audiences A team player, with the ability to work confidently and enthusiastically with different people and teams Bonus: Experience in B2B or B2C credit risk, lending, and strategy Proficiency in SQL and Python Experience with data visualisation tools like Looker The salary We expect to pay from £40,000-£55,000 for this role. But, we're open minded, so definitely include your salary goals with your application. We routinely benchmark salaries against market rates, and run quarterly performance and salary reviews. The culture At iwoca, we prioritise a culture of learning, growth, and support, and invest in the professional development of our team members. We value thought and skill diversity, and encourage you to explore new areas of interest to help us innovate and improve our products and services. The offices: We put a lot of effort into making iwoca a brilliant place to work: Offices in London, Leeds, Berlin, and Frankfurt with plenty of drinks and snacks Events and clubs, like bingo, comedy nights, yoga classes, football, etc. The benefits: Medical insurance from Vitality, including discounted gym membership A private GP service (separate from Vitality) for you, your partner, and your dependents. 25 days' holiday, an extra day off for your birthday, the option to buy or sell an additional five days of annual leave, and unlimited unpaid leave A one month, fully paid sabbatical after four years. Instant access to emotional and mental health support. 3% Pension contributions and share options. Generous parental leave and a nursery tax benefit scheme to help you save money. Cycle to work scheme and electric car scheme. Two company retreats a year, we've been to France, Italy, Spain, and further afield. And to make sure we all keep learning, we offer: A learning and development budget for everyone. Company wide talks with internal and external speakers. Access to learning platforms like Treehouse. Useful links: iwoca benefits & policies Interview welcome pack
Jan 01, 2026
Full time
Data Analyst (Lending Strategy) Hybrid in London, United Kingdom The company Imagine a world where every small business has the power to thrive. That's the world we're building at iwoca. Small businesses aren't just statistics - they're the heartbeat of our communities, the character of our high streets, and the engine of our economy. Since 2012, we've revolutionised how these businesses access finance, turning what was once a lengthy, frustrating process into something remarkable: funding that's fast, flexible, and actually works for modern businesses. Our impact speaks for itself: we've provided billions in funding to more than 150,000 businesses across Europe, making us one of the continent's leading fintech innovators. But we're just getting started. Our mission? To empower one million businesses with the financial tools they deserve. We combine cutting edge technology and data science with genuine human understanding to make finance feel less like a barrier and more like a superpower. Whether a business is managing cash flow or seizing unexpected opportunities, we ensure they get the funds they need - often within minutes. The team The Credit Risk Modelling team builds and improves the models that drive iwoca's lending decisions. They combine data science, engineering, and risk expertise to balance automation with human judgement, and their work supports everything from underwriting and pricing to portfolio monitoring. The team's work is central to iwoca's growth and has a direct impact on both customer outcomes and business performance. The team includes eight data scientists, two developers, and three lending strategy data analysts, all working hybrid schedules in London. The team's work is quite collaborative and there's always four or five people in the office on a given day. The team plans objectives for each quarter and manages progress with weekly meetings. They also have standups every other day to share concerns and help each other. The role You'll analyse data and contribute to the development of our credit models for the enhanced underwriting segment. You'll work with analysts, data scientists, and senior stakeholders to shape iwoca's lending strategy. Learn: Build expertise in the credit domain. Develop your analytical skills through exposure to different experimental approaches and complex analysis. Develop commercial influence: Practice turning data into information, and information into insights, so that you and various stakeholders can deliver improvements with real impact for our customers. Work on interesting and impactful projects, for example: Monitoring and refining risk models to improve decision making and portfolio outcomes Analysing portfolios and tests to investigate credit performance, identify drivers of change, and adapt lending strategies Improving our data, systems, and workflows to strengthen underwriting and monitoring Supporting new product launches and adapting policies to meet investor and regulatory needs The requirements Essential: A quantitative background, such as a degree in mathematics, statistics, economics, engineering, or a related field Ability to analyse data and generate insights to support decisions Ability to evaluate underwriting processes and improve credit models or policies Clear written and verbal communication, with the ability to tailor analysis and recommendations to different audiences A team player, with the ability to work confidently and enthusiastically with different people and teams Bonus: Experience in B2B or B2C credit risk, lending, and strategy Proficiency in SQL and Python Experience with data visualisation tools like Looker The salary We expect to pay from £40,000-£55,000 for this role. But, we're open minded, so definitely include your salary goals with your application. We routinely benchmark salaries against market rates, and run quarterly performance and salary reviews. The culture At iwoca, we prioritise a culture of learning, growth, and support, and invest in the professional development of our team members. We value thought and skill diversity, and encourage you to explore new areas of interest to help us innovate and improve our products and services. The offices: We put a lot of effort into making iwoca a brilliant place to work: Offices in London, Leeds, Berlin, and Frankfurt with plenty of drinks and snacks Events and clubs, like bingo, comedy nights, yoga classes, football, etc. The benefits: Medical insurance from Vitality, including discounted gym membership A private GP service (separate from Vitality) for you, your partner, and your dependents. 25 days' holiday, an extra day off for your birthday, the option to buy or sell an additional five days of annual leave, and unlimited unpaid leave A one month, fully paid sabbatical after four years. Instant access to emotional and mental health support. 3% Pension contributions and share options. Generous parental leave and a nursery tax benefit scheme to help you save money. Cycle to work scheme and electric car scheme. Two company retreats a year, we've been to France, Italy, Spain, and further afield. And to make sure we all keep learning, we offer: A learning and development budget for everyone. Company wide talks with internal and external speakers. Access to learning platforms like Treehouse. Useful links: iwoca benefits & policies Interview welcome pack
Senior Quantitative Developer page is loaded Senior Quantitative Developerlocations: Londontime type: Full timeposted on: Posted 5 Days Agojob requisition id: JRWhen you join EDF Trading, you'll become part of a diverse international team of experts who challenge conventional ideas, test new approaches, and think outside the box.Energy markets evolve rapidly, so our team needs to remain agile, flexible, and ready to spot opportunities across all the markets we trade in power, gas, LNG, LPG, oil, and environmental products.EDF Group and our customers all over the world trust that their assets are managed by us in the most effective and efficient manner and are protected through expert risk management. Trading for over 20 years, it's experience that makes us leaders in the field. Energy is what we do.Become part of the team and you will be offered a great range of benefits, which include (location dependent) hybrid working, a personal pension plan, private medical and dental insurance, bi-annual health assessments, corporate gym memberships, an electric car lease programme, childcare vouchers, a cycle-to-work scheme, season ticket loans, volunteering opportunities, and much more.Gender balance and inclusion are very high on the agenda at EDF Trading, so you will become part of an ever-diversifying family of around 750 colleagues based in London, Paris, Singapore, and Houston. Regular social and networking events, both physical and virtual, will ensure that you always feel connected to your colleagues and the business.Join us, make a difference, and help shape the future of energy.Job Description: Department Optimisation and Trading Analytical TeamThe Energy Market Analytics department houses the Optimisation and Trading Analytical Team, a dynamic group of 10 professionals based in both Paris and London.Our team's primary mission is to develop sophisticated market forecasting models and asset optimisation tools. These tools are instrumental in supporting EDF Trading's proprietary activities and optimising the EDF Group portfolio.The team efforts are directed towards both the short-term electricity markets as well as the longer-term horizon and other commodities. We work closely with the trading desks and other analyst teams in both locations, fostering a collaborative environment that drives our success. Position purpose The Senior Quantitative Developer will contribute to the analytics suite of EDFT for short-term power market analysis and price forecasting through work on our platform for analytics and underlying data and model infrastructure.We're looking for a strongly motivated individual with excellent technical skills and an interest in energy analytics and trading. Main responsibilities Improve the team's existing analytical platform by proposing and implementing solutions to enhance performance and applications stability (e.g., optimisation of memory usage, usage of cloud technologies, increase parallelisation, data modelling and migration), or creating dashboards and decision-making tools Collaborate with analysts to support the platform and participate in the design and deployment in production of new analytical features and models Work with traders to understand the project requirements and translate them into technical solutions to be implemented in the platform Work with the EDFT IT team to develop a scalable technology platform over the long term Experience and technical requirements 5+ years' experience in a similar role (software engineer or quantitative developer) with exposure to analytics.Essential skills Very strong object-oriented programming skills (demonstrated in Python or other) Experience with CI/CD pipelines, proficiency with Git SQL, NoSQL databases Knowledge of cloud computingBeneficial skills: Python, API frameworks (Flask, FastAPI), package managers (poetry, uv) Knowledge of more than one programming language Exposure to energy markets or trading environment Knowledge of front-end development (e.g., Streamlit/ Angular 10/ Node.js) Columnar databases Experience with cloud computing such as Azure suite Docker, Kubernetes Person specification Educated to degree level with a high computer science component Hands-on approach, flexible and positive attitude Attention to detail and strong focus on accuracy of information Prioritization and time management Interest in energy analytics and trading Good communication skills Hours of work: 8.30am - 5.30pm / 40 hours per week, Monday to FridayOccasional on-call support on weekends, estimated interval of two months.We are committed to equipping our employees with the tools that will enable them to fulfil their job to the highest standard. To that end we offer a wide range of technical and personal development courses both in-house and through third-party providers."It is a fast-paced and dynamic working environment where each day is interesting and challenging. There's also an incredible pool of talent and skills within EDFT. I'm continuously learning from my colleagues. There is no 'typical' day. I work on a wide range of compensation, benefit and mobility projects throughout the year. One thing's for sure though, I'll have my head in a spreadsheet at some point."
Jan 01, 2026
Full time
Senior Quantitative Developer page is loaded Senior Quantitative Developerlocations: Londontime type: Full timeposted on: Posted 5 Days Agojob requisition id: JRWhen you join EDF Trading, you'll become part of a diverse international team of experts who challenge conventional ideas, test new approaches, and think outside the box.Energy markets evolve rapidly, so our team needs to remain agile, flexible, and ready to spot opportunities across all the markets we trade in power, gas, LNG, LPG, oil, and environmental products.EDF Group and our customers all over the world trust that their assets are managed by us in the most effective and efficient manner and are protected through expert risk management. Trading for over 20 years, it's experience that makes us leaders in the field. Energy is what we do.Become part of the team and you will be offered a great range of benefits, which include (location dependent) hybrid working, a personal pension plan, private medical and dental insurance, bi-annual health assessments, corporate gym memberships, an electric car lease programme, childcare vouchers, a cycle-to-work scheme, season ticket loans, volunteering opportunities, and much more.Gender balance and inclusion are very high on the agenda at EDF Trading, so you will become part of an ever-diversifying family of around 750 colleagues based in London, Paris, Singapore, and Houston. Regular social and networking events, both physical and virtual, will ensure that you always feel connected to your colleagues and the business.Join us, make a difference, and help shape the future of energy.Job Description: Department Optimisation and Trading Analytical TeamThe Energy Market Analytics department houses the Optimisation and Trading Analytical Team, a dynamic group of 10 professionals based in both Paris and London.Our team's primary mission is to develop sophisticated market forecasting models and asset optimisation tools. These tools are instrumental in supporting EDF Trading's proprietary activities and optimising the EDF Group portfolio.The team efforts are directed towards both the short-term electricity markets as well as the longer-term horizon and other commodities. We work closely with the trading desks and other analyst teams in both locations, fostering a collaborative environment that drives our success. Position purpose The Senior Quantitative Developer will contribute to the analytics suite of EDFT for short-term power market analysis and price forecasting through work on our platform for analytics and underlying data and model infrastructure.We're looking for a strongly motivated individual with excellent technical skills and an interest in energy analytics and trading. Main responsibilities Improve the team's existing analytical platform by proposing and implementing solutions to enhance performance and applications stability (e.g., optimisation of memory usage, usage of cloud technologies, increase parallelisation, data modelling and migration), or creating dashboards and decision-making tools Collaborate with analysts to support the platform and participate in the design and deployment in production of new analytical features and models Work with traders to understand the project requirements and translate them into technical solutions to be implemented in the platform Work with the EDFT IT team to develop a scalable technology platform over the long term Experience and technical requirements 5+ years' experience in a similar role (software engineer or quantitative developer) with exposure to analytics.Essential skills Very strong object-oriented programming skills (demonstrated in Python or other) Experience with CI/CD pipelines, proficiency with Git SQL, NoSQL databases Knowledge of cloud computingBeneficial skills: Python, API frameworks (Flask, FastAPI), package managers (poetry, uv) Knowledge of more than one programming language Exposure to energy markets or trading environment Knowledge of front-end development (e.g., Streamlit/ Angular 10/ Node.js) Columnar databases Experience with cloud computing such as Azure suite Docker, Kubernetes Person specification Educated to degree level with a high computer science component Hands-on approach, flexible and positive attitude Attention to detail and strong focus on accuracy of information Prioritization and time management Interest in energy analytics and trading Good communication skills Hours of work: 8.30am - 5.30pm / 40 hours per week, Monday to FridayOccasional on-call support on weekends, estimated interval of two months.We are committed to equipping our employees with the tools that will enable them to fulfil their job to the highest standard. To that end we offer a wide range of technical and personal development courses both in-house and through third-party providers."It is a fast-paced and dynamic working environment where each day is interesting and challenging. There's also an incredible pool of talent and skills within EDFT. I'm continuously learning from my colleagues. There is no 'typical' day. I work on a wide range of compensation, benefit and mobility projects throughout the year. One thing's for sure though, I'll have my head in a spreadsheet at some point."
