Aubay UK

Quantitative Software Engineer


AubayUK are a part of Aubay Group, based at Level39. We are recognised as an InSourcing Partner for our client-side deployment – delivered across London. Our clients are globally recognized as Super Majors/ Financial Services and Innovative FinTech players. You will be working remotely initially and thereafter onsite at one End-Client.

What we are looking for:

There are certain qualities and 10 character traits we seek in our people and these are aligned with our company values.

Commitment… doing what it takes for lasting results.

Together… combining our expertise to create smarter solutions.

Driven… personally aiming high and wanting better.

Smart… being innovative and open with ideas and using common sense.

Passionate... about what you do for the company

Attitude…positive at all times, we are in customer service

Aptitude…think outside your comfort zone to create solutions from nothing

Motivation…striving to be better than before

Trust…your colleagues and manager will expect you to earn this and retain it

Integrity…thinking of others and striving for excellence

Role Description:

As a Quantitative Software Engineer, you will be Joining a high performing team exposed to many of the most exciting business and technology challenges the client faces within its trading businesses today, focussing on maximising value from the assets and operations. Typical solutions include use of advanced optimisation techniques (e.g. Heuristic Optimisation), Machine Learning and simulation-based Reinforcement Learning.

You will work closely with Traders and Operators to optimise various aspects of the operations, ranging from efficient logistical operations (for example, shipping scheduling), partnering with traders to ensure our portfolios are kept optimal. You will develop a deep understanding of the optimisation algorithms and of the business context in which the team operates.

Most of your time will be focused in writing code, while pursuing software engineering best practices for design, build and test. High-quality documentation, traceability and knowledge sharing is expected. Additionally, you will work directly with the Optimisation Technical Team Lead on the evolution of the current technology platform in place, as well as the long-term strategy and roadmap for the increased use of optimisation within the company.

This is a unique role well positioned to create substantial value for the business and requires an individual with the right mix of software engineering, quantitative and communication skills.

Essential Requirements:

  • Advanced knowledge of Java and associated ecosystem (Java 8, GIT, Maven, Jenkins, Desktop Java – eg. JavaFX/Swing, SpringBoot/RESTful Webservices. 
  • Strive for excellence and continuous improvement in software architecture, Agile methods and build systems, as well as the underlying optimisation algorithms.
  • Ability to work closely with the business, draw out their requirements and create a mathematical model. Strong communication skills with ability to present ideas well graphically as well as verbally.
  • Strong mathematical and numeracy skills.
  • A quantitative degree – with commercial experience of advanced algorithm implementation.
  • Good understanding of Computational Complexity Theory eg: Big-O notation.

Desirable Skills:

  • Experience in optimisation. Examples include linear programming and solving a TSP using a heuristic approach such as simulated annealing, genetic algorithms or machine learning.
  • Experience with DevOps: working with AWS, Docker, Ansible, Kerberos, Openshift/Kubernetes.

About the Client-side deployment:

A British multinational oil and gas company headquartered in London, England. It is one of the world’s seven oil and gas “supermajors”. It is a vertically integrated company operating in all areas of the oil and gas industry, including exploration and production, refining, distribution and marketing, power generation and trading. The client also has renewable energy interests in biofuels, wind power, smart grid and solar technology.

Becoming one of us:

Remuneration Package:

  • 25 Days Annual Leave
  • Pension
  • Udemy Training Platform
  • Perkbox
  • Free fruit/ hot & soft drinks/ cookies/ candy (If onsite at Level39)
  • All Public Holidays are not required to work
  • You’ll become a community member of Level39 giving you an access and insight to network amongst peers and learn more about tech trends and events like Artificial Intelligence/ Machine Learning/ Crypto/ Digital Banking/ Cyber/ Robotic Process Automation/ Internet of Things, among others
  • Monthly / Summer / Winter Socials
  • Time to attend conferences
  • Work from home opportunities
  • Discount on Winter sports holiday at
  • Weekly/ Fortnightly and monthly catch-ups with your assigned Talent Attraction and Retention Consultant at AubayUK for open and honest feedback and support – ensuring smooth onboarding.
  • The opportunity to work direct for the Client at the end of the assignment on a permanent basis