We are supporting a high-performing European energy trading firm in the build-out of a new quantitative and algorithmic trading capability. This is a rare opportunity for an experienced energy-focused Quant Developer to play a foundational role in shaping models, strategy, and technical direction from day one.
The firm trades across Nordic and Continental European power markets, with a clear focus on electricity futures and FTR products. This is not an intraday trading environment.
The Opportunity
You will join a lean, highly technical team tasked with developing forward-looking price models and converting them into systematic trading strategies used in live markets.
Key areas of focus include:
- Development of structural and market-based power price forecasting models, such as:
- Flow-based market coupling (FBMC)
- Order book and bid curve dynamics
- Supply stack / merit order modelling
- Feature engineering from fundamental, market, and flow data
- Application of machine learning techniques to improve forecast accuracy and decision-making
- Quantitative research into systematic trading strategies for power futures
- Implementation of models into algorithmic signal generation frameworks
- Close collaboration with traders on discretionary and automated execution
The role covers the full lifecycle: data, research, modelling, back-testing, and production deployment.
Candidate Profile
This search targets senior-level quants with both technical depth and real market exposure. The client values professionals who are comfortable operating as generalists in small, high-ownership teams.
Key requirements include:
- Strong software development skills
- Python required; performance-oriented languages a plus
- Sound engineering practices and model production experience
- Bachelor’s degree in Computer Science or equivalent preferred
- Advanced modelling & machine learning capability
- Hands-on experience applying ML to financial or energy markets
- Master’s degree in Machine Learning, AI, Applied Mathematics, or similar is advantageous
- Quantitative finance & statistical expertise
- Solid grounding in statistics, forecasting, and strategy evaluation
- Direct experience in quantitative energy trading (essential)
- Proven exposure to electricity futures and/or FTR markets
- Deep understanding of European power market structure
Pure intraday profiles will not be considered.