Core Strat - London | Zoek UK
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London, Greater London, England
Permanent (Full time)
Are you a passionate, entrepreneurially minded quant/engineer who wants to help build a next-generation risk engine to value and drive global energy flows? Do you thrive in a flat hierarchy, team-oriented environment that values ideas and individual contributions? Then we are looking for you to join us at Vitol!
As a Core Strat, you will help to completely redesign the way we value our trading book and assess risks – from vanilla forward trades to complex financial and physical deals with rich embedded optionality. We are growing rapidly and are looking for exceptional candidates to help us deliver on a market-leading risk platform that will be the foundation for our traders’ daily decision-making. In this role, you will have the opportunity to work closely with our traders in various commodity markets, ranging from power, LNG, natural gas and oil to carbon certificates and guarantees of origin, as well as with our desk-affiliates quants and the various software engineering teams at Vitol.
As a core member of the Risk Systems team, located in London, you will:
* Work directly with our Risk Architect to build the core components of the risk platform
* Collaborate closely with our quant teams to implement high-performance pricers for our full spectrum of physical and financial trades
* Integrate proprietary market feeds and internally generated data into the risk platform to provide intra-day, near real-time functionality to users
* Architect APIs to expose functionality to our trading desks and to various GUIs
* In the initial stages, help define and configure the platform’s infrastructure, based on platform scalability requirements and in close exchange with our Risk Architect
* Partner with our traders and Commercial Analysts across the globe to refine the platform’s functions using real-life trades from selected pilot desks
* Strive to implement clean, well-documented, tested, and extensible code