Quantitative Trader (Energy)

Qenexus; Paris; Sur place; EUR 100 000 - 125 000; Plein temps

Résumé du poste

A leading systematic hedge fund in Paris is looking for an experienced Energy Trader to work on generating systematic alpha across oil, gas, power, and carbon markets. The ideal candidate will have strong statistical and programming skills, particularly in Python, and a background in quantitative disciplines. Responsibilities include conducting alpha research and designing trading strategies. Interested candidates can apply by reaching out to our Director for a discreet discussion.

Qualifications

• Demonstrated track record of alpha research or systematic strategy development within energy markets.
• Strong statistical and programming skills, preferably in Python.
• Deep understanding of market structure across energy products.

Responsabilités

• Conduct alpha research across the energy spectrum using quantitative techniques.
• Design and deploy systematic trading strategies based on market microstructure.
• Collaborate with portfolio managers and data engineers to implement research in trading.

Connaissances

Alpha research

Statistical skills

Programming (Python)

Quantitative signal generation

Formation

PhD or MSc in a quantitative discipline

Outils

Python

C++

Description du poste

We are working with a leading systematic hedge fund seeking to hire an experienced Energy Trader to join its global commodities business.

The successful candidate will focus on generating systematic alpha across the energy complex – including oil, gas, power, and carbon.

This role is suitable for researchers with a strong background in time-series forecasting, statistical arbitrage, or quantitative signal generation in energy markets. You will be tasked with identifying inefficiencies and developing medium-frequency to low-latency strategies that are robust, scalable, and grounded in economic intuition.

Responsibilities :

• Conduct alpha research across the energy spectrum (oil, gas, power, carbon) using a variety of quantitative techniques.
• Design, test, and deploy systematic trading strategies based on market microstructure, fundamental data, and price behaviour.
• Collaborate closely with portfolio managers, technologists, and data engineers to implement research ideas in a live trading environment.
• Work with large and complex datasets, leveraging both proprietary and alternative data sources to uncover new trading signals.

Requirements :

Demonstrated track record of alpha research or systematic strategy development within the energy markets.

Strong statistical and programming skills (Python preferred; C++ a plus).

Deep understanding of market structure and data across energy products.

PhD or MSc in a quantitative discipline (e.g., statistics, physics, engineering, computer science, applied math).

Prior experience at a hedge fund, prop trading firm, or energy-focused trading desk is preferred.

For more information, apply or reach out to our Director, Tom, for a discreet discussion on [e-mail] or whatsapp [phone]