Quant Programmer

At Pexapark, we are passionate about the global growth of green energy to create a more sustainable world. Our vision is to be the Operating System that empowers renewable energy players to sell, buy, and manage energy in post-subsidy markets, by creating transparency, facilitating new transactions, and providing the best software foundation for renewable energy sales and risk management. With more than 10,000 MW of renewable PPA transactions supported, Pexapark has become the one-stop source for software solutions and advisory services in the fastest growing part of the renewable energy market.

If you share our vision and want to make a lasting impact on the way the renewable industry works, we want to hear from you.

ROLE

As a Quant Programmer, you are directly involved in developing and improving the core technology of Pexapark’s award-winning software products. As part of the Quantitative Solutions Team, you work on a wide range of methodological challenges to help Pexapark’s customers address various investment topics, ranging from asset valuation to portfolio risk metrics and valuation of complex energy derivatives. If you bring excellent coding skills, solid mathematics and experience with complex business-oriented data models, we are looking forward to talking to you.

Tasks
- Integration of valuation algorithms and new simulation models into Pexapark’s quant library
- Contribute towards the integration of our software products by exposing quant capabilities across platforms (eg using Docker and Jenkins)
- Work on expanding Pexapark’s data warehouse to manage the growing suite of data series, calibrated models and indices
- Liaison with Pexapark’s IT team in order to drive integration/connectivity between quant library and Pexapark’s software products

**Requirements**:

- Computer science background or Physics/Mathematics/Engineering with strong focus on coding, familiarity with software development tools
- Mathematically proficient, ideally incl stochastic modelling
- Experience in numerical programming languages (e.g. R, Python, Matlab, Julia)
- Familiarity with SQL and data modelling
- Previous experience in energy / commodity Markets
- CQF Alumni preferred

**Benefits**:

- An entrepreneurial environment made up of an internationally diverse team of 40+ renewable energy experts and seasoned professionals.
- An envious and highly regarded Client base.
- A highly flexible work environment. The ability to offer you an equity participation in our company.

Please send your resume and tell us why you would like to join our team and what you intend to contribute to the Quantitative Solutions team