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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. 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. The role covers the full lifecycle: data, research, modelling, back-testing, and production deployment.
Job Responsibility
Development of structural and market-based power price forecasting models (FBMC, Order book/bid curve, Supply stack)
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
Requirements
Direct experience in quantitative energy trading (essential) with proven exposure to electricity futures and/or FTR markets
Strong software development skills in Python (required)
performance-oriented languages are a plus
Advanced modelling & machine learning capability with hands-on experience applying ML to financial or energy markets
Quantitative finance & statistical expertise with a solid grounding in forecasting and strategy evaluation
Deep understanding of European power market structure
pure intraday profiles will not be considered
Bachelor’s degree in Computer Science or equivalent
Master’s in ML, AI, or Applied Mathematics is advantageous