Data Scientist – Renewable Pricing

Data Science Developer for Gas & Power Trading

 

We are looking for a Data Science Developer to work for our global customer towards their exciting renewable transformation on the largest energy trading operations, supporting trading across European Power and Gas markets.

 

You and your team will develop and productionise an end-to-end Python application for forward curve models for European gas and power. In addition, you will involve taking live pricing data from different sources, while producing fair value curves based on a set of constraints. The forward curves produced will directly support trader decision making.

 

Key Roles & Responsibilities

 

  • You will gain deep understanding of the forward curve model infrastructure and actively contribute to its ongoing development for various markets.
  • You will design, develop, and maintain mathematical constraint optimisation algorithms.
  • Co-ordinate closely with other data scientists and the systematic trading lead during development of models, acting as a technical support and coach them in tooling use
  • Productionise forward curve models, ensuring the code base is structured, modular, extendable, and maintainable.

Technical knowledge

 

  • You have excellent mathematical, analytical, and problem-solving skills, ideally with experience in constraint optimisation.
  • You have experience processing and manipulating data and fitting mathematical models to the data.
  • Excellent programming skills in Python ML stack – e.g., scipy, pandas, numpy, pytest.
  • You have experience with object-oriented programming.
  • Experience with Unix command line (e.g. bash) is required
  • Familiarity with Docker

 

This is an interesting opportunity to work on global use-cases closely linked to renewable transformation and sustainability,

If you're interested, please apply today:

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