Quant Researcher – Power Futures
London (In Office)
We are currently partnering with a leading Quant Trading firm looking to expand its European Power trading desk with the addition of a Quant Researcher focused on Power Future markets.
You will be working closely with Quant Traders and AI agents to develop predictive models, trading signals, and alpha-generating strategies across European power markets.
Responsibilities
- Research and develop quantitative trading signals for European Power Futures markets
- Apply advanced machine learning and statistical modelling techniques to identify market opportunities
- Analyse market behaviour, volatility, and structural drivers across European power markets
Requirements
- MSc or PhD in Mathematics, Physics, Computer Science, Data Science, Statistics, Engineering, or a related quantitative discipline
- Proven experience within European power markets, ideally focused on shorter-term futures horizons (days/weeks ahead)
- Strong machine learning and statistical modelling expertise
- Track record of generating actionable trading signals and contributing to alpha generation
- Strong programming skills in Python and experience handling large datasets
What’s on Offer
- Opportunity to join a highly sophisticated
- quantitative trading environment
- High-impact role with strong autonomy and ownership
- Competitive compensation structure
Compensation
- Base salary around £130,000 GBP plus highly competitive bonus scheme
Quant Researcher – Power Futures
London (In Office)
We are currently partnering with a leading Quant Trading firm looking to expand its European Power trading desk with the addition of a Quant Researcher focused on Power Future markets.
You will be working closely with Quant Traders and AI agents to develop predictive models, trading signals, and alpha-generating strategies across European power markets.
Responsibilities
- Research and develop quantitative trading signals for European Power Futures markets
- Apply advanced machine learning and statistical modelling techniques to identify market opportunities
- Analyse market behaviour, volatility, and structural drivers across European power markets
Requirements
- MSc or PhD in Mathematics, Physics, Computer Science, Data Science, Statistics, Engineering, or a related quantitative discipline
- Proven experience within European power markets, ideally focused on shorter-term futures horizons (days/weeks ahead)
- Strong machine learning and statistical modelling expertise
- Track record of generating actionable trading signals and contributing to alpha generation
- Strong programming skills in Python and experience handling large datasets
What’s on Offer
- Opportunity to join a highly sophisticated
- quantitative trading environment
- High-impact role with strong autonomy and ownership
- Competitive compensation structure
Compensation
- Base salary around £130,000 GBP plus highly competitive bonus scheme
…