Senior Quantitative Short-Term Power Trader

Prague, Czech Republic

Market Focus: Intraday & Day-Ahead (CWE/CEE)

The Objective

We are seeking a high-caliber Quantitative Trader to dominate the short-term power markets. You will be responsible for the full lifecycle of short-term trading: from signal generation and back-testing to the execution of automated and semi-automated strategies. You will bridge the gap between pure data science and physical market execution, ensuring our desk remains the most agile player in the CEE/CWE region.

Key Responsibilities

• Algorithmic Execution: Design and deploy automated trading strategies for the Intraday (SIDC) and Day-Ahead markets, focusing on cross-border capacity and price volatility.

• Quantitative Modeling: Build proprietary short-term forecasting models for wind/solar infeed, demand fluctuations, and plant outages using machine learning and advanced statistical methods.

• Intraday Arbitrage: Capture value from market imbalances and physical flexibility across the 15-minute and hourly products in the Czech (OTE), German (EPEX), and Hungarian (HUPX) markets.

• Infrastructure Evolution: Work with DevOps and Quant Engineers to minimize execution latency and improve the robustness of the trading stack.

• Risk Oversight: Monitor live algorithmic performance, intervening only when market anomalies exceed model parameters.

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Technical & Professional Requirements

• The "Quant" Core: Advanced proficiency in Python (Pandas, NumPy, Scikit-learn) and SQL. Experience with C++ or Rust for low-latency execution is a significant plus.

• Market Intelligence: Deep understanding of the CWE/CEE flow-based market coupling and the specific regulatory frameworks of the TSOs (ČEPS, TenneT, 50Hertz, etc.).

• Experience: 5+ years in a fast-paced trading environment. You must have experience managing "Live" risk in short-term windows where every second counts.

• Education: PhD or Masters in a quantitative field (Financial Engineering, Computational Physics, Mathematics).

• Language: Fluent English; professional-level Czech or German is highly advantageous for interpreting local TSO signals and grid constraints.
  

Candidate Traits

• The "Execution" Mindset: You don't just build models; you ship code that makes money.

• Analytical Rigor: You are obsessed with data integrity and back-testing hygiene.

• Resilience: The power market never sleeps. You possess the stamina required for a high-frequency, 24/7 market environment