We are currently working with a new PM at one of the largest multi-managers in the US that is looking to bring on a Quantitative Researcher/Trader that has experience generating alpha and developing trading strategies within the financial power markets (Day Ahead or FTR). This is a rare opportunity to work alongside a prestigious PM and have direct impact on PnL generation within the pod and has the potential to turn into a trading seat down the line. The position can sit in New York, Boston, or Dubai.

Key Responsibilities

• Enhance and expand the proprietary research platform of the team.
• Discover and integrate new global markets and datasets
• Analyze and manipulate extensive and varied data sets for idea generation and alpha research.
• Investigate and develop signals using a range of market and fundamental datasets for systematic trading strategies.
• Work closely with the Senior Portfolio Manager and team in a transparent setting, participating in the entire investment process from idea generation to execution, with a focus on Power Markets

Preferred Technical Skills

• Proficiency in Python; familiarity with Rust is advantageous but not essential.
• Master's or PhD in Computer Science, Engineering, Applied Mathematics, Statistics, or a related STEM field (PhD preferred).
• Strong communication, analytical, and problem-solving abilities.

Preferred Experience

• Over 3 years of experience in a data-centric research role.
• Experience handling large and diverse data sets, particularly those related to commodity markets.
• Experience in modeling cross-market relationships, ideally within the commodities sector.

Other Relevant Experience

• A curious, ambitious, and self-motivated mindset.
• Experience in exploring, researching, and deploying trading signals from various data sources.
• Familiarity with machine learning, statistical techniques, and related libraries.
• Experience with short-term power trading is not required, but familiarity with the EU or US power markets is a plus.