Python Developer / Risk Strategist (Front Office Risk Systems)
- Full-time
Company Description
Vitol is a leader in the energy sector with a presence across the spectrum: from oil through to power, renewables and carbon. From 40 offices worldwide, we seek to add value across the energy supply chain, including deploying our scale and market understanding to help facilitate the energy transition. To date, we have committed over $2 billion of capital to renewable projects, and are identifying and developing low-carbon opportunities around the world.
Our people are our business. Talent is precious to us and we create an environment in which individuals can reach their full potential, unhindered by hierarchy. Our team comprises more than 65 nationalities and we are committed to developing and sustaining a diverse work force. Learn more about us here.
Job Description
In order to better equip the front office teams, we are developing a new valuation and risk engine within this CTRM. We are looking for strong Python developers with an affinity for risk modelling and quantitative finance.
As a core member of the Risk & PnL team building the new risk engine, you will:
- Leverage core components of the new risk engine, and other parts of the CTRM to produce the reports, tools and functionalities required by the business
- Explore functional designs with the rest of the Dev team and with the business, translate them into technical designs and implement them in short development cycles
- You will need to gain a deep understanding of our trading business, specifically deal structures and risk management concepts
As a Risk Strat you will be at the crossroads of the development of this new valuation and risk engine, facing both business priorities and technical challenges. You will often face ambiguous problems requiring you to define not only the answer but also the question.
Qualifications
What you need to bring
- Python: 3+ years developing with Python on enterprise-level solutions. Demonstrated experience in the development of robust, maintainable and extensible Python code
- C++: Some professional C++ development experience
- University degree (Bachelor or Master) in Computer Science, Financial Engineering, or equivalent
- Entrepreneurial drive, ability to work independently as well as in a team
- Excellent communication and interpersonal skills. Full proficiency communicating in English in a business context (verbal & written)
Additional Information
Qualifications that will help you stand out
- Some experience with derivative risk concepts including option pricing and Greek risk measures, ideally in Commodities
- Some experience with PL/SQL (preferred) or a similar procedural DB programming language (e.g. T-SQL)
- Some experience in developing UIs in React