Staff Quantitative Researcher – Energy Trading (fdm)
Job Summary
backtesting through to live trading and P&L attribution.
This is a staff-level individual contributor role where you will spend your time on the hardest problems in the team: framing ambiguous trading challenges designing systems that combine machine learning and optimization to deliver impactful results and mentoring data scientists to raise the bar across the team. As one of the most senior members of the team you will own the technical vision for our trading algorithms help drive the team roadmap and mentor a strong group of individual contributors working on the hardest problems in the European energy transition.
- Location: Munich Germany
- Employment Type: Full-Time indefinite term
- Salary Range: 115.000 - 135.000 per year gross depending on the seniority level
- Office-first work setup
- Language Requirement: C1 Level English
- Shape the technical vision and roadmap for our algorithmic trading stack breaking that vision into work the team can deliver communicating trade-offs and driving alignment on methodology success metrics and system design.
- Research develop and productize forecasts and strategies that generate alpha by trading flexibility in real-time European energy markets (DAA IDC aFRR etc.) combining ML and optimization techniques to make 24/7 trading decisions.
- Enhance our the backtesting simulation and P&L attribution capabilities that turn research into live strategies with rigorous overfitting controls risk-adjusted evaluation and automated testing.
- Foster technical excellence across the team by mentoring data scientists through design and code review and by championing engineering rigor in code quality observability and reproducibility.
- Own the delivery of complex ambiguous projects from research to production.
- 7 years industry experience in quantitative research or applied data science with significant time developing live trading algorithms in energy or financial markets.
- Proven track record of P&L contribution from strategies you researched backtested and shipped to live trading.
- Deep understanding of trading mechanics: price formation market microstructure execution slippage risk and position sizing.
- Strong fundamentals in time series modelling under non-stationarity and regime shifts with disciplined backtesting practice (risk-adjusted metrics overfitting controls walk-forward validation).
- Strong expertise in python and software engineering practices: testing code review CI/CD monitoring modular code design and taking machine learning and/or optimization models from research into production systems.
- Track record of mentoring junior team members and raising the technical bar of the team.
- University degree in Computer Science Mathematics Physics or a related quantitative field.
- Excellent English communication and interpersonal skills.
- Direct experience trading battery storage flexibility or other assets in European power markets.
- Experience combining machine learning (forecasting signal generation) with mathematical optimization (LP MILP stochastic) in a single production-level system.
- Experience with financial derivatives (especially options) market making or HFT systems.
- Competitive Compensation Package: Including salary benefits and potential for growth.
- Professional Development: Annual development budget of 3000 for coaching training books etc.
- Health & Sport Subsidy: Company-subsidized sports facility memberships.
- Public Transportation Subsidy: Monthly subsidy for your public transport ticket.
- Lunch/Dinner Allowance Vouchers: Digital meal vouchers for workdays.
- Work Equipment: Your choice of MacBook or Windows Laptop and ergonomic workplace setup.
- Regular Team Events: Knowledge sessions afterwork hangouts sports events and company offsites.
Heres a quick snapshot of my journey so far:
- Data Science Manager @ sonnen (): Built and scaled cross-functional data science teams shaping the company vision for data science and AI development.
- Data Scientist IV @ NREL (): Led research & development efforts for data science applications in wind and solar energy transportation and data center operations.
- Lead Data Scientist @ MeteoGroup (): Drove the development of ML applications to build risk management tools for energy grid transmission operators.
- Data Scientist @ Telekom Innovation Labs (2015-2017): Supported new client acquisition for Deutsche Telekom through building of innovative data science solutions.
If youre ready to work with a team thats reshaping industries and tackling some of the toughest challenges Id love for you to check out our opportunities. Join us and lets build something extraordinary together.
Looking forward to seeing what we can create.
We are looking forward to receiving your application!
Entrix bietet zusätzlich zu Stromhandel basierend auf künstlicher Intelligenz innovative Produkte zu langfristiger Umsatzabsicherung und netzdienlichen Steuerung von Batteriespeichern. Mit unserem Rundum-Sorglos-Paket begleiten wir unsere Kunden über alle Projektphasen von der technischen Auslegung und Integration über die kontinuierliche Optimierung bis zur 24/7 Betreuung im laufenden Betrieb inklusive Anpassung an Marktveränderungen und Erschließung neuer Erlöspotenziale.
Mit über 23 GW und 38 Batteriespeichern unter Vertrag ist Entrix in Deutschland Polen Italien Spanien und Portugal aktiv und mit Büros in München Warschau Mailand und Madrid vertreten. Entrix optimiert als Pionier seit 2022 einen der ersten Batteriegroßspeicher in Deutschland und ist heute der bevorzugte Partner führender Infrastrukturunternehmen wie Encavis MEAG (Munich Re) sowie eine Vielzahl lokaler Stadtwerke.
Required Experience:
Staff IC
About Company
We are an energy trader and market leader for trading flexible energy systems in Europe. Beyond AI-powered trading, Entrix provides innovative solutions for long-term revenue security and grid-supportive battery operation. With our full-service package, we support customers throughout ... View more