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MRE Consulting

IT Software Engineering 1SHLJP00007317

MRE Consulting, Houston, Texas, United States, 77246

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Typically

Works independently, determines own priorities and provides functional/technical support to experienced colleagues

Focuses on functional design and development of moderately complex applications and infrastructure

Acts as Subject Matter Expert (SME) within projects concerning multiple IT systems/domains

Identifies and advises on opportunities for improvements and on optimal use of applications and infrastructure

Role is primarily a hands‑on Software Developer working with the Algorithmic Trading Team to develop software solutions. Using expertise in advanced programming, modeling, and machine learning to design, build, and optimise high‑performance, low‑latency trading algorithms

Candidate will contribute to system architecture, constantly seek innovative technical solutions to gain a competitive edge, and are expected to mentor junior team members while effectively communicating complex technical and market concepts to diverse stakeholders

Key Characteristics

Good understanding of math and finance as the role interacts with quant devs, analysts and traders

Familiarity with e.g. PnL, greeks, volatility, partial derivative, normal distribution, etc. Financial and/or trading exposure is nice to have, particularly energy commodities

Productionises models into software applications, ensuring robust day‑to‑day operation, monitoring and back‑testing are in place

Translates trader’s needs into software product requirements

Prototypes and implements data pipelines

Co‑ordinates closely with analysts and traders during development of models, acting as a technical support and coach

Produces accurate, performant, scalable, secure software, and supports best practices following defined IT standards

Transforms proof of concepts into a larger deployable product in client and outside. Rinse and repeat, cross‑pollinate ideas across projects and assets

Works in a highly‑collaborative, friendly Agile environment, participates in ceremonies and continuous improvement activities. Strategic advisor to the businesses & building data science roadmap with the stakeholders

Ensures that documentation and explanations of results of analysis or modelling are fit for purpose for both a technical and non‑technical audience

Develops the technical and non‑technical capabilities of less senior team members

Adheres to the principles of delivering quality by conducting regular health checks, audits, code reviews to ensure that clean and maintainable production‑level code is being produced by project teams

Evaluates and benchmarks all new initiatives prior to developing solutions

Keeps abreast of new engineering practices, technologies and continuously improves our Agile practices and builds and strengthens relationships and alliances in academia, IDT and industry

Professional Qualifications & Skills Educational Qualification

MSc, 8+ years work experience as software developer, with at least 4 years productionising and releasing models

Degree level in STEM, computer science, engineering, mathematics, or a relevant field of applied mathematics

Good understanding of trading terminology and concepts (incl. financial derivatives), gained from experience working in a trading or finance environment

Required Skills

Strong proficiency in C# .NET, including best practices for performance and scalability

Multithreading and low‑latency apps

Asynchronous messaging

Understanding of market microstructure (order books, exchanges, types of orders)

Front‑office algo trading experience (preferably strategy implementation)

Proficiency in advanced back‑testing methodologies, including walk‑forward optimisation and robust testing

Experience integrating with market data feeds and exchange APIs

Ability to design and implement modular and scalable trading system components

Nice to have Skills

Knowledge of cloud platforms

Experience with ETRM systems for trading

Gas/Power Trading knowledge – short‑term trading, physical assets trading (CCGT, wind, solar, battery)

Forex trading experience

Risk – modelling & understanding of risk & risk management

Commodity modelling – energy (power, gas, environmental products) and meteorology

UI experience (Blazor)

Knowledge of information management, data strategy and governance

Commercial skills in value assurance, value estimation and realisation, end‑to‑end value mapping

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