We are currently working with a new PM at one of the largest multi-managers in the US that is looking to bring on a Quantitative Researcher/Trader that has experience generating alpha and developing trading strategies within the financial power markets (Day Ahead or FTR). This is a rare opportunity to work alongside a prestigious PM and have direct impact on PnL generation within the pod and has the potential to turn into a trading seat down the line. The position can sit in New York, Boston, or Dubai.
Key Responsibilities
- Enhance and expand the proprietary research platform of the team.
- Discover and integrate new global markets and datasets
- Analyze and manipulate extensive and varied data sets for idea generation and alpha research.
- Investigate and develop signals using a range of market and fundamental datasets for systematic trading strategies.
- Work closely with the Senior Portfolio Manager and team in a transparent setting, participating in the entire investment process from idea generation to execution, with a focus on Power Markets
Preferred Technical Skills
- Proficiency in Python; familiarity with Rust is advantageous but not essential.
- Master's or PhD in Computer Science, Engineering, Applied Mathematics, Statistics, or a related STEM field (PhD preferred).
- Strong communication, analytical, and problem-solving abilities.
Preferred Experience
- Over 3 years of experience in a data-centric research role.
- Experience handling large and diverse data sets, particularly those related to commodity markets.
- Experience in modeling cross-market relationships, ideally within the commodities sector.
Other Relevant Experience
- A curious, ambitious, and self-motivated mindset.
- Experience in exploring, researching, and deploying trading signals from various data sources.
- Familiarity with machine learning, statistical techniques, and related libraries.
- Experience with short-term power trading is not required, but familiarity with the EU or US power markets is a plus.
