Quantitative Trader - Power

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

About the Role:

At Trasteel, you will design and run the systematic strategies for our short-term power trading activity, with a focus on the Italian intraday market (MI-XBID). You will work on research, signals, backtesting, sizing, and execution logic.

You will join a small team where your work goes into production quickly, and its impact on trading performance is directly visible. We offer a full-time position based in Lugano.

Responsibilities:

• Research, validate, and deploy systematic intraday power trading strategies, and monitor their live performance and risk.
• Turn market microstructure, fundamentals, and forecast signals into tradable rules on the Italian continuous intraday market and day-ahead market.
• Work side by side with traders and developers.

Requirements:

• Master’s or PhD in data science, applied mathematics, finance, engineering physics, statistics, computer science, or a related field.
• Proven experience building trading strategies, or a demonstrable strong interest with work to show for it.
• Strong Python, time-series, and machine-learning skills.
• A scientific approach to strategy validation: proper backtesting, out-of-sample and walk-forward testing, transaction cost and slippage modelling, awareness of overfitting and multiple-testing bias, and honest performance attribution.
• Familiarity with the Italian intraday power market (MI-A sessions, XBID continuous trading, imbalance and Terna rules) is a strong plus.