Quantitative Researcher - Algorithmic Trading

About the role

Research European short-term power markets and develop predictive models and algorithmic trading strategies, owning the process from data engineering and backtesting through production deployment. Monitor live strategy performance and reliability, resolve operational issues, and collaborate with engineers, researchers, and traders to shape the team's trading systems and direction. Candidates should have a track record of building validated forecasting models and trading strategies for financial or energy markets, advanced Python skills, strong data capabilities, and solid computer science fundamentals; C++ experience is a plus. The role also calls for independent ownership, strong problem-solving and communication skills, professional English proficiency, interest in power markets, and an advanced degree in a quantitative field.