Energy Analyst
Core
Develop and productionise time series forecasting and optimisation models (stochastic optimisation, dynamic programming, LP/MILP) to support power market fundamentals and trading decisions.
Role type
Senior IC data scientist (power market forecasting & optimisation)
Builds
Production ML models and optimisation frameworks for trading desks
Domain
Energy trading, power markets, stochastic optimisation
Deliverable
production ML models
Required skills
Python (Pandas/NumPy/SciPy/Scikit-learn), SQL, stochastic optimisation, dynamic programming, LP/MILP, cloud architecture (Azure/AWS), data pipeline design, object-oriented design
Preferred skills
Algorithmic complexity theory, parallelism & concurrency, Kafka/ActiveMQ/Azure Event Hubs, Kubernetes, linear algebra, calculus, discrete mathematics
Technologies
Python, Pandas, NumPy, SciPy, Scikit-learn, SQL, Azure, AWS, Kafka, ActiveMQ, Azure Service Bus, Azure Event Hubs, Kubernetes
Responsibilities
Prepare, process, clean, and visualize power, gas, and weather datasets; Develop and validate forecasts for demand, wind, solar, and prices; Build frameworks to deploy models in production for daily trading decisions; Develop in-house optimisation models (stack, dispatch); Lead technical projects for IT and modelling teams
Seniority
Senior, hands-on IC