Troocoo is proud to partner with an Energy Solutions provider in Australia for their 5 Minute Settlement Initiative. The Quantitative Analytics Developer will support the Quantitative Analytics Specialist in performing quantitative model design and development in preparation for the upcoming Five Minute Settlement AEMO regulatory change. The role will also provide ongoing support and continuous improvement of these models.
- Model framework design and development. Contribute to the ongoing development of the QRA Python Framework, which underpins QRA’s risk models and analytics
- Model remediation and support. Remediate quantitative models that are written in R to Python using the model framework.
- Tool design and development. Design and build models and tools to be used in analytical applications. These tools should leverage the QRA Python Framework where possible.
- Research and continuous improvement on modeling. Identify and implement best practices in quantitative model development.
- Technical documentation. Ensure code is well documented and documentation kept up to date. A significant level of technical documentation is required to build confidence in methodologies.
- Provide quantitative analytical skills for the purpose of supporting quantitative risk and trading strategies and decision making.
Skills & Requirements
The successful candidate will have the following:
- Minimum 3 years practical experience in a trading, financial risk or data driven analytics/modelling team with a heavy focus on quantitative analysis and development
- Proven ability to program at an advanced level in Python
- Strong knowledge of key Python numerical and data science tools (pandas, numpy, xarray, etc.)
- Proven ability to design, build and implement data-driven quantitative models that add business value
- R programming language knowledge is very desirable
- Experience using Git and GitHub
- Knowledge and experience following software development best practices (including version control, testing, documentation, etc.)
- Financial derivative market experience and electricity market experience highly regarded
For further information about this opportunity, please email Alex Birgan at Troocoo, ICT@troocoo.com.