Lead Quant: BESS Optimisation & Live Markets

Harvey Nash IT Recruitment UK; Greater London; On-site; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Long-term engagement

Above-market compensation

Ownership of roadmap

Job summary

Harvey Nash IT Recruitment UK is seeking a Quant Lead with proven BESS optimisation experience to build and lead the optimisation capability for a growing battery storage portfolio in London. This hands-on leadership role will develop production-ready models, shape trading strategies and collaborate with Trading, Engineering and Asset Management.

You will build dispatch and bidding models for day-ahead, intraday and balancing markets, develop MILP/LP models, and own the quantitative roadmap

Qualifications

• 6+ years' quantitative experience in energy trading, utilities, aggregators or BESS.
• 2+ years' project or team leadership experience.
• Strong MILP/LP and mathematical optimization knowledge.
• Excellent Python skills (Pandas, NumPy, Pyomo, Linopy or CVXPY).
• Master's or PhD in a quantitative discipline.

Responsibilities

• Build and deploy BESS dispatch and bidding optimization models across markets.
• Develop MILP/LP models and revenue-stacking strategies.
• Lead a growing team of quants and own the quantitative roadmap.
• Create battery models: SOC, efficiency, degradation and constraints.
• Develop forecasting, backtesting and P&L attribution capabilities.

Skills

MILP/LP optimization

Python (Pandas, NumPy, Pyomo, Linopy,/

European power markets knowledge

Gurobi/CPLEX experience

Team leadership

Education

Master's or PhD in a quantitative discipline

Tools

Pyomo

CVXPY

Gurobi

Job description

Harvey Nash IT Recruitment UK is seeking a Quant Lead with proven BESS optimisation experience to build and lead the optimisation capability for a growing battery storage portfolio in London. This hands-on leadership role will develop production-ready models, shape trading strategies and collaborate with Trading, Engineering and Asset Management.

You will build dispatch and bidding models for day-ahead, intraday and balancing markets, develop MILP/LP models, and own the quantitative roadmap