drjobs Quantitative Developer / AI & Automation Specialist – Power Trading

Quantitative Developer / AI & Automation Specialist – Power Trading

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1 Vacancy
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Job Location drjobs

Bucuresti - Romania

Monthly Salary drjobs

Not Disclosed

drjobs

Salary Not Disclosed

Vacancy

1 Vacancy

Job Description

Responsabilities:

  • Develop AI models for forecasting consumption and production including renewables;
  • Build predictive models for prices in DAM IDM and BRM markets;
  • Forecast imbalances and associated costs using advanced ML techniques (LSTM Transformer regression);
  • Design and implement automated bidding strategies in DAM and IDM;
  • Develop arbitrage algorithms across OPCOM BRM and SIDC;
  • Optimize revenues from batteries and storage through AI-driven models;
  • Automate data pipelines for OPCOM BRM ENTSO-E ANRE and weather data;
  • Apply feature engineering specific to energy trading (ramp rate forecast error imbalance cost);
  • Deploy AI models in live trading environments with monitoring and recalibration;
  • Implement MLOps practices using MLflow Azure ML Databricks;
  • Create dashboards in Power BI showing forecasts vs. actuals bidding recommendations and risk metrics;
  • Ensure compliance with ANRE REMIT GDPR through explainability (SHAP LIME) and documentation;
  • Provide audit-ready workflows with full reproducibility;
  • Collaborate closely with traders to integrate AI models into decision-making;
  • Conduct risk simulations and scenario analysis to support trading strategies;


Requirements:

  • Machine Learning: advanced knowledge in supervised and unsupervised learning time series modeling;
  • Deep Learning: experience with LSTM Transformer and CNN for sequential data;
  • MLOps: use of platforms such as MLflow Kubeflow Azure ML for managing the model lifecycle;
  • Data Engineering: skills in ETL Airflow Spark dbt and SQL for efficient data processing;
  • Programming: expertise in Python (pandas scikit-learn PyTorch) and version control with Git;
  • Visualization: creation of interactive dashboards with Power BI;
  • API & Integration: development and consumption of REST APIs integration with OPCOM/BRM APIs;
  • Model Explainability: use of SHAP and LIME techniques for AI model interpretation;
  • Energy Trading: deep understanding of DAM IDM BRM and SIDC markets;
  • Decision Optimization: development of algorithms for automated bidding arbitrage and HFT strategies;
  • Energy Forecasting: ability to build accurate models for price imbalance and production forecasting;
  • Risk Analysis: conducting simulations and scenarios for risk and cost estimation;
  • Communication: ability to explain complex AI concepts to non-technical stakeholders;
  • Collaboration: effective work with traders IT BI and operations teams;
  • Strategic Thinking: aligning AI solutions with the commercial objectives of the department;
  • Adaptability: ability to react quickly to market or regulatory changes;
  • Professional Ethics: responsibility in the use of AI with focus on transparency and fairness;
  • Cloud & Infrastructure: experience with Azure MS Fabric for scalability;

    Employment Type

    Full Time

    Company Industry

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