Quantitative Algorithm Developer

at  Centrica

We are Centrica! We’re so much more than an energy company. We’re a family of brands revolutionising a cleaner, greener future. Working here is #MoreThanACareer - we’re powered by purpose. Together we can make an impact that will truly change tomorrow. Whether you’re developing cutting-edge green tech, helping customers on the front line or simplifying operations behind the scenes.
Your work here isn’t just a job – it’s a mission. We all play a vital role in energising a greener, fairer future.
If you enjoy a business facing working environment and seeing your ideas go from a first spark to a working algorithm in a matter of weeks, you might be the Algorithm Developer we are looking for to join us in the Algorithmic Trading team.

YOUR QUALIFICATIONS

The ideal candidate has at least a few years of relevant experience. The educational background can have many names, but we expect that you have a Master’s or PhD degree in computer science, software engineering or equivalent.
Furthermore we expect that you:
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Are familiar with object-oriented programming and C# .NET

• Are talented and passionate about software development
• Keep updated about technologies and methods
• Are driven, commercially minded and collaborative
• Have good communication skills in English

It will be an advantage if you have

• Quantitative math/data-science/statistics skills and/or degree
• Basic knowledge of trading, including order types, and market microstructure
• Experience with large amounts of data in databases of various types
• Experience from a message bus architecture/streaming data
• Scripting languages and machine learning ie. R and Python ecosystems, Keras, Tensor Flow

Your role as Algorithm Developer will challenge your technical abilities, working across all aspects of algorithmic trading; researching and implementing trading models and strategies with Algorithm Researchers, maintaining and developing our algorithmic trading framework, and bringing trading algorithms to the markets.

On an average workday, your principal responsibilities will include:

• Development, testing and validation of trading strategies
• Actively engaging in the creative process around inventing algo trading concepts
• Development and maintenance of our bespoke algorithmic trading platform
• Supporting the entire process flow from research to live trading
• Development of internal tools, data capture and data storage

With other developers, Algorithm Researchers and traders, you will eventually be responsible for monetizing a business area via algo trading, with a clear profit objective, rather than purely customer-based deliveries, allowing you to see end-to-end value generation of your work.
This role is based out of one of our locations in Denmark: Copenhagen or Aalborg.