Staff Quantitative Researcher – Energy Trading (f/d/m)
Core
Shape the technical vision and roadmap for algorithmic trading stacks, designing systems combining machine learning and optimization to trade flexibility in real-time European energy markets.
Role type
Staff individual contributor quantitative researcher (energy trading)
Builds
Live trading algorithms and alpha generation pipelines for 24/7 European power markets
Domain
Energy trading, financial markets, machine learning, mathematical optimization
Deliverable
production ML models
Required skills
quantitative research, applied data science, live trading algorithm development, time series modelling under non-stationarity, Python, software engineering, mentoring
Preferred skills
battery storage trading, flexibility trading, financial derivatives, market making, HFT systems
Technologies
Python, machine learning, optimization (LP, MILP, stochastic), CI/CD
Responsibilities
Shape technical vision and roadmap for algorithmic trading stack; Research, develop, and productize forecasts and strategies generating alpha; Enhance backtesting, simulation, and P&L attribution capabilities; Foster technical excellence by mentoring data scientists; Own delivery of complex projects from research to production
Seniority
Staff, hands-on IC with mentorship