Optimisation Algorithm Developer

As a Quantitative Developer in the Optimisation Algorithm Development team, you will:

• Develop and implement algorithmic trading strategies for portfolios of flexible assets in energy markets
• Apply and evaluate trading strategies in Python, benchmarking them against state-of-the-art solutions
• Follow up on real-world performance of trading strategies and collaborate with traders to improve them
• Deliver projects from market analysis and strategy simulation through implementation to production and operational follow-up

You will contribute to the development of sustainable grid balancing solutions that strongly impact reduction of carbon footprint in Europe and North America, helping create an energy system that doesn't rely on fossil fuels.

The ideal candidate has:

• Quantitative skills: Ability to translate real-world problems into mathematical optimization formulations, understand distributions and probabilities, quantify and back-test algorithm performance, and apply machine learning for forecasting
• Technical expertise: Experience writing production-ready code professionally, understanding version control and code review processes, experience with or interest in AI-based coding tools, and experience with Numpy, Scipy, and Python optimization frameworks
• Domain knowledge: Familiarity with or strong interest in international energy markets, motivation to enable transition to higher share of renewables, and care for environmental impact
• Professional approach: Pragmatic focus on end goals, ability to translate business problems into software solutions, and comfort communicating with business experts

The candidate will be offered an attractive and comprehensive remuneration package. The company has a flexible home-working policy and supports work-life balance with total rewards designed to provide flexibility for financial, physical, and emotional needs of employees and their families.

Centrica Energy is a global renewable energy trading company that helps move energy from source to use, powering businesses, homes, and societies as they transition to a sustainable energy future. They're part of a family of brands revolutionizing how we power the planet.