SHORT-TERM QUANTITATIVE TRADER - EUROPEAN POWER MARKETS
About Us
SAMAWATT is a leading firm with a core focus on short-term trading in the European power markets. Specializing in day-ahead, intraday, and imbalance markets, we combine cutting-edge technology, algorithmic strategies, and market expertise to drive profitability and innovation. We are currently seeking a skilled Short-Term Quantitative Trader proficient in Python for algorithmic trading to join our team.
Responsibilities
- Algorithmic Trading: Design, implement, and manage automated trading strategies for day-ahead, intraday, and imbalance markets using Python.
- Quantitative Analysis: Develop mathematical models for price prediction, order placement, and risk management in the European power markets.
- Market Monitoring: Actively monitor market conditions to adjust and optimize trading strategies in real-time.
- Data Analysis: Utilize big data analytics tools to analyze historical data and market trends for strategy development.
- Team Collaboration: Work closely with quantitative researchers and software engineers to integrate algorithms into the existing trading system.
Qualifications
- Bachelor’s or Master’s degree in Finance, Mathematics, Computer Science, Engineering, or a related field.
- Minimum of 10 years of experience in short-term trading, preferably in the European power markets.
- Strong proficiency in Python, with experience in algorithmic trading.
- Solid background in quantitative analysis and statistical modeling.
- Ability to adapt and make decisions in a high-speed, high-pressure environment.
- Excellent communication skills, both written and verbal.
Benefits
- Competitive salary with up to 4 month salary performance-based bonuse.
- Continuous learning and career development opportunities.
- Fast-paced and stimulating work environment.
We look forward to reviewing your application.