Senior Software Engineer - Automation & Middle Office Transformation

Responsibilities:

• An experienced Software Engineer is required to support a technical transformation within the Middle Office function
• This role involves working closely with analysts to design, build, and enhance systems that improve automation, scalability, and analytical capabilities.
• Automating and scaling processes such as data validation and P&L attribution using modern technologies (e.g. cloud platforms and AI)
• Valuation of financial and physical energy transactions, including linear and non-linear instruments
• Calculation of financial metrics such as Mark-to-Market and Profit & Loss
• Market risk assessment, including Value at Risk (VaR) and related measures
• Statistical estimation of market parameters
• Sourcing, storing, and providing access to market and fundamental data
• Designing data platforms, APIs, and libraries for efficient data access
• Redesigning ETL systems to align with...