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Quantitative Power Analyst

Cititec
City of London
1 week ago
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Quantitative Power Analyst (Data Scientist)

Short Term Intraday Stack Models

Power Trading

London


We are working with one of the UK’s leading power generation 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 generation 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)

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