Intraday Power Trader (MI-XBID) - Data-Driven & Python

Trasteel Trading Holding SA; Ticino; On-site; CHF 120,000 - 170,000; Full time

Job summary

Trasteel Trading Holding SA in Lugano (Switzerland) seeks a quantitative-focused professional to design and run systematic intraday power trading strategies for the Italian market. You will research, validate, backtest, size, and implement execution logic, with immediate production impact.

The role requires strong quantitative skills, familiarity with MI-XBID/ XBID and Terna rules, and collaboration with traders and developers in a small team. This is a full-time on-site position based in Lugano.

Qualifications

• Advanced degree in a quantitative field (data science, finance, engineering, physics, statistics or CS).
• Experience building trading strategies or demonstrable strong project/work showing it.
• Strong Python, time-series, and machine-learning skills.
• Scientific approach to validation: backtesting, out-of-sample, walk-forward, costs and slippage.
• Familiarity with Italian intraday power market is a strong plus.

Responsibilities

• Research, validate, and deploy systematic intraday power trading strategies.
• Monitor live performance and risk of strategies.
• Convert market signals into tradable rules and work with traders and developers.

Skills

Python

Time-series

Machine learning

Education

Master’s or PhD in data science or related field

Tools

Backtesting framework

Job description

Trasteel Trading Holding SA in Lugano (Switzerland) seeks a quantitative-focused professional to design and run systematic intraday power trading strategies for the Italian market. You will research, validate, backtest, size, and implement execution logic, with immediate production impact.

The role requires strong quantitative skills, familiarity with MI-XBID/ XBID and Terna rules, and collaboration with traders and developers in a small team. This is a full-time on-site position based in Lugano.