Python Developer (Quant) at Gazprom, London, £Contractor Rate

  • Contract Spy
  • London, UK
  • Dec 04, 2019
Duration not stated

Contract Description

PYTHON DEVELOPER (QUANT) : DERIVATIVES TRADING – CONTRACT



IT & DELIVERY


LONDON


CONTRACTOR

We are growing the team due to demand for increased functionality delivered to an increasing user-base. We are seeking a senior developer who can provide a more quantitative dimension to the existing team.

ABOUT US

Gazprom Marketing & Trading (GM&T) is a subsidiary of the Gazprom group – the world’s largest gas producer and one of the world’s largest energy companies. Headquartered in London, GM&T operates to provide Gazprom group with a global marketing reach, round the clock operational coverage and excellent customer service. Established in 1999, GM&T has grown from a single office in London into a truly global organisation, with around 1000 employees worldwide. With offices in Europe, Asia and the USA, GM&T trades energy commodities including gas, power, oil, LPG, helium, emissions, LNG and FX and also operates a retail business, trading as Gazprom Energy.

Our culture is defined by our people. Through living our values every day we continue to create a culture that enables us all to succeed. We work as one team with our customers, our parent company and each other in order to understand each other’s needs. With an unstoppable passion for excellence, growth and learning, we’re committed to creating an environment that fosters the development of knowledge, skills and experience, so that our people can thrive and prosper in their careers with us. We believe that we have the best team in the industry which makes us a trusted partner across international capital and energy markets. Our diverse employee base, with a wealth of expertise, knowledge and experience makes GM&T a truly exciting place to work. We encourage new ideas and initiatives as innovative thinking is central to how we do business. Most importantly, we are a growing and developing business where inspired individuals can make a difference and help shape our future.

ROLE OBJECTIVES

A small and well-respected product team that provides analytic tooling to the derivatives trading desk. We have a strong working relationship with our business stakeholders, having built up trust over several years of successful delivery. We are growing the team due to demand for increased functionality delivered to an increasing user-base. We are seeking a senior developer who can provide a more quantitative dimension to the existing team.

DUTIES & RESPONSIBILITIES

  • Develop and support an in-house application that provides bespoke risk management tooling to Derivatives traders.
  • Interfacing with the mathematical pricing models provided by the Quant Development team.
  • Must liaise directly with both traders and quants to establish requirements, develop and test new functionality.
  • Responsible for all aspects of the end-to-end software development lifecycle: requirements, design, development, testing and deployment; ensuring that Gazprom standards and processes are followed, and driving improvements to these where necessary.
  • Provide BAU support to ensure high availability. We have a commitment to ensure that there is always at least one developer available during business hours.
  • Work with other IT teams to build or define required interfaces and architecture.

SKILLS & COMPETENCIES

REQUIRED

  • Senior/advanced Python programming skills
  • Comfortable interfacing with mathematical pricing models (options preferably).
  • Experience of developing complex, business-oriented functionality with limited or fluid requirements, under tight timescales. This experience may have been gained in any trading environment.
  • Disciplines that support Agile software development: automated testing, Continuous Delivery, code review, pair programming, specification by example, etc.
  • Testing software (TDD, BDD, py.test, mock)

DESIRABLE

  • GUI development using Qt5 / PyQt5 / Enaml
  • ORM for SQL Databases, ideally SQLAlchemy.
  • MongoDB (interfacing from Python).
  • Advanced distributed / concurrent programming.
  • Use of conda as a package manager. Experience with conda-build to build and distribute your own conda packages would be beneficial.

EXPERIENCE

  • Python programming experience in a commercial environment.
  • Writing software that follows the SOLID principles. Passionate about writing clean code, refactoring, aiming to find simple solutions for complex problems.
  • Version control with Git. Experience using the workflow based on forks, branches and pull requests presented by GitHub.
  • Experience working with SQL Server 2014 or later

DESIRABLE

  • OTC/Derivatives trade life cycle and position management experience would be highly beneficial.
  • Commodities / Energy front office trading experience.

EDUCATION

  • Degree in a scientific, computing or engineering (numerate) discipline or equivalent experience
  • Professional certifications in desired skill areas an advantage