You build and deploy models used directly in electricity trading. You will take ideas from research papers through implementation large scale experimentation and deployment into production systems that operate under real market constraints. You will work with large high frequency time series data and ensure models are reproducible testable and monitorable.
Tasks
Develop and productionise ML models used for forecasting optimisation and decision support
Design and run ML experiments training pipelines and backtests
Collaborate with Data Engineers on data pipelines and feature generation
Ensure models are reproducible testable and monitorable in production
Write clean maintainable well tested production code
Requirements
Core skills
Masters or PhD in a quantitative field (ML statistics physics applied maths engineering)
3 or more years of experience as an ML Engineer or Engineer/Researcher in a quantitative role
Proven ability to write clean production quality code
Strong experience with Git and Docker in ML workflows
Hands on experience running ML experiments training and backtests end to end
Comfortable with mathematical optimisation and training ML or DL models
Professional English (C1) is required
Nice to have
Academic or industrial research experience
Experience with deep learning linear programming stochastic optimisation reinforcement learning or time series analysis
Experience working with meteorological or weather data
Familiarity with trading or financial data electricity markets or power systems
Benefits
You move in flat hierarchies and have short decision making paths
End to end ownership from modelling through deployment
Close collaboration with a small senior team and fast iteration cycles
Flexible hybrid setup depending on location
Compensation is based on the IT collective agreement (38.5 hours/week) with willingness to overpay depending on experience and qualifications
Electricity markets are entering a new era. As renewables storage and flexible demand scale price dynamics get sharper faster and more volatile. Winning is no longer about reacting well it is about making high quality decisions continuously. marbl is building the algorithmic flexibility trading layer for this market reality. We turn market data into forecasts and optimisation driven actions that can run live so trading teams can scale short term decision making across portfolios without scaling headcount or operational risk. The outcome we are driving is simple: make flexible assets easy to trade well. Better decisions better execution stronger economics and faster progress toward a low carbon power system.
You build and deploy models used directly in electricity trading. You will take ideas from research papers through implementation large scale experimentation and deployment into production systems that operate under real market constraints. You will work with large high frequency time series data an...
You build and deploy models used directly in electricity trading. You will take ideas from research papers through implementation large scale experimentation and deployment into production systems that operate under real market constraints. You will work with large high frequency time series data and ensure models are reproducible testable and monitorable.
Tasks
Develop and productionise ML models used for forecasting optimisation and decision support
Design and run ML experiments training pipelines and backtests
Collaborate with Data Engineers on data pipelines and feature generation
Ensure models are reproducible testable and monitorable in production
Write clean maintainable well tested production code
Requirements
Core skills
Masters or PhD in a quantitative field (ML statistics physics applied maths engineering)
3 or more years of experience as an ML Engineer or Engineer/Researcher in a quantitative role
Proven ability to write clean production quality code
Strong experience with Git and Docker in ML workflows
Hands on experience running ML experiments training and backtests end to end
Comfortable with mathematical optimisation and training ML or DL models
Professional English (C1) is required
Nice to have
Academic or industrial research experience
Experience with deep learning linear programming stochastic optimisation reinforcement learning or time series analysis
Experience working with meteorological or weather data
Familiarity with trading or financial data electricity markets or power systems
Benefits
You move in flat hierarchies and have short decision making paths
End to end ownership from modelling through deployment
Close collaboration with a small senior team and fast iteration cycles
Flexible hybrid setup depending on location
Compensation is based on the IT collective agreement (38.5 hours/week) with willingness to overpay depending on experience and qualifications
Electricity markets are entering a new era. As renewables storage and flexible demand scale price dynamics get sharper faster and more volatile. Winning is no longer about reacting well it is about making high quality decisions continuously. marbl is building the algorithmic flexibility trading layer for this market reality. We turn market data into forecasts and optimisation driven actions that can run live so trading teams can scale short term decision making across portfolios without scaling headcount or operational risk. The outcome we are driving is simple: make flexible assets easy to trade well. Better decisions better execution stronger economics and faster progress toward a low carbon power system.