In this pivotal leadership role, you'll shape Sympower's quantitative trading and optimization strategy across our pan-European portfolio of flexible assets, playing a key role in achieving our ambitious target of 10GW under management. As we rapidly expand across European markets, you'll have a significant mandate that will help position Sympower at the forefront of the energy transition.
Requirements
- Proven team leadership and management experience, with demonstrated experience leading trading-focused quants
- Minimum 5 years of relevant experience in front office Quant functions within an asset optimization or energy trading environment, with exposure to pricing and/or trading flexible assets in European power markets
- Direct experience as a trader or working closely with a trading desk, with solid understanding of front office processes, KPIs, and end-to-end lifecycle of a deal
- Experience in pricing, structuring, and managing physical power deals for BESS or other flexible assets, including tolling agreements, revenue sharing agreements, and other structured products, with strong preference for direct BESS experience
- Experience in algorithmic trading development, including strategy design, backtesting, and implementation in energy markets is a strong plus
- Strong power market modeling and fundamental analysis capabilities, including supply-demand dynamics, price forecasting, and market behavior analysis
- First-hand experience with core trading platform features: algo trading platforms, ETRM (energy trade risk management) systems, PnL and position dashboards, etc.
- Deep knowledge of (short-term) European power markets, energy exchanges, and ancillary services, with direct experience in one or more of our core and expansion markets (Scandinavia, Greece, Eastern Europe) being a significant advantage
- Expertise in power asset modeling (BESS assets strongly preferred) including mastery of modeling techniques, inputs, parameters, and optimization strategies
- Comprehensive understanding of Risk and PnL management in an asset-backed trading context, including hedging strategies and portfolio optimization
- Proficiency in data analytics and programming languages (Python, SQL), with ability to develop and implement quantitative trading strategies
- Experience with optimization tools and interpreting model outputs in collaboration with Data/Machine Learning teams
- Relevant degree in Engineering, Economics, Finance, or related field; postgraduate qualifications or certifications in energy trading are a plus
Benefits
- 30 Days Paid Holiday Leave
- 1 Day Paid Wellness Leave
- 1 Day Paid Birthday Leave
- Paid Maternity and Partner Leave
- Pawternity Leave
- Mental Health and Wellbeing Support
- Remote Office Budget
- Internet Allowance
- Development Plan & Budget
- Stock Appreciation Rights
- 2 Days Paid Volunteer Leave
