Quantitative Modeller Software Engineer
We are looking for a Quantitative Modeller/Software engineer to join our Dublin based Portfolio Management Team. The successful candidate will have a strong analytical skill and an ability to develop innovative problem-solving solutions and will support mission critical decision analytics for power gas and renewables. Responsibilities include prototyping new solutions and enhancing existing models Familiarity with Monte Carlo and numerical simulation methods is an advantage.
- Translate requirements into model formulations
- Implement long term forecasting and simulation models for valuation of long-term power gas and renewable offers and PPAs.
- Develop and implement prototype models and support production software
The position involves stochastic optimisation, decision making under uncertainty, statistical learning, algorithms in statistical and finance applications, stochastic search, simulating high penetration of wind and solar energy and purchasing energy under uncertainty.
Desired qualifications and other experience:
- Master's or Batchelors Degree in Engineering, Maths, Science, Computer Science, Business, Finance, Accounting or Equivalent
- 3+ years academic or professional software coding experience in engineering and mathematical modelling with languages such as Matlab, Mathematica, Python, C/C++, Java, R, SAS
- Financial Engineering, time series modelling and statistics
- Numerical Simulation methods, Monte Carlo
- Optimisation including linear and non-linear methods
- Database and SQL
- Demonstrated track record of working with clients and teams
- Understanding of energy modelling and methods
- Knowledge of Wholesale Energy Markets
The candidate must have a valid visa to work in Ireland.