Master Thesis “Algorithmic Trading in Electricity Markets" (f/m/d)

We are looking for a student (f/m/d) to work on a Master thesis about algorithmic trading in electricity markets. As part of this work, the student will explore the fascinating intersection of algorithmic trading and electricity markets under real-world market scenarios. The student will join our team of Grid Management and Optimization in Mannheim, Germany.

Your responsibilities

• Clean and manipulate large and complex data sets from real electricity markets.

• Conduct exploratory data analysis to identify trends and patterns.

• Develop time series forecasting models for market related variables (load, price, etc.).

• Develop bidding strategies to optimally trade energy from renewables (PV, wind) in the electricity market.

• Document and present findings.

• Optionally, disseminate your results in scientific publications and patent applications.

Your background

• You're currently finishing up your Master's degree in a topic related to electrical engineering, power systems, finance or similar.

• Knowledge of the basic concepts of electricity markets.

• Good programming skills (Python or R).

• Experience with data manipulation and cleaning techniques.

• Knowledge of statistical techniques and artificial intelligence/machine learning algorithms.