Quantitative Power Analyst (Data Scientist)

ZipRecruiter; London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading energy firm in London is seeking a highly motivated Quantitative Power Analyst to join its trading team. This role will focus on the development of algorithms for asset optimisation in short-term power markets and support trading strategies through quantitative analysis and modelling. Candidates should have a strong quantitative background and over 5 years of relevant trading experience. This is an excellent opportunity to work at the intersection of trading and data science within a dynamic team.

Qualifications

• 5+ years of relevant experience in short-term power trading or quant analysis.
• Strong experience with stack/dispatch modelling and pricing techniques.
• Hands-on expertise in developing algorithms for asset optimisation.

Responsibilities

• Take ownership over existing models and build new short-term stack models.
• Develop algorithms for optimising assets in the short-term power market.
• Work directly with the trading desk to support short-term power trading strategies.

Skills

Quantitative analysis

Python

Time series modelling

Algorithm development

Short-term power trading expertise

Education

Master's degree in a relevant field

Job description

Overview

Quantitative Power Analyst (Data Scientist)
Short Term Intraday Stack Models
Power Trading
London

We are working with one of the UK's leading power companies - generating 10-15% of the UK's electricity - with sites across the UK, Ireland, and Germany. As they scale from 3.5 GW to 7 GW of and add 500 MW of battery storage, they're building out their data science capability on the trading floor.

We are seeking a highly motivated Quantitative Power Analyst to join our trading team. This role is focused on short-term power markets and sits at the intersection of trading, quantitative analysis, and data-driven modelling.

Top Three Focus Areas

1. Developing algorithms for asset optimisation in short-term power markets.
2. Applying short-term power trading expertise to drive trading desk performance.
3. Building and improving short-term pricing models (e.g., stack models, scratch models).

What you'll be doing

• Take ownership over existing models, and building new short-term intraday stack models
• Own and enhance short-term stack forecasting and dispatch models
• Developing algorithms for optimising assets in the short-term power market, including dispatch/stack models used for pricing and trading decisions
• Working directly with the trading desk to support short-term power trading strategies and decisions, ensuring models are commercially relevant and impactful.
• Build intraday trading tools and collaborate on automated strategies
• Apply time series and fundamentals-based modelling to support trading decisions
• Work alongside data engineers to deploy production-grade code
• Mentor others and help embed data science best practices across the team

What we're looking for

• Strong quantitative background; Master\'s degree in computer science, mathematics, engineering, physics, machine learning, or a related field. Ph.D. is a plus.
• Proficiency in Python and ability to write clean, production-quality code.
• 5+ years of relevant experience in short-term power trading, quant analysis, or algorithmic modelling.
• Strong experience in short-term power trading, with direct impact on trading desk decisions.
• Hands-on expertise in developing algorithms for asset optimisation in the short-term power market.
• Proven experience with stack/dispatch modelling and short-term pricing techniques.
• Experience in power markets, with knowledge of financial markets and trading concepts
• Experience with back testing techniques appropriate to financial market applications
• Experience exploring and extracting insights from heterogeneous multi-dimensional data sets, and presenting complex data visually
• Time series modelling (both machine-learning and econometric approaches)