Quantitative Trader

Do you want to turn market data into trading decisions – and quantitative ideas into real P&L? At Inductive Energy, we are looking for an experienced Quantitative Trader to join our intraday trading team in Aarhus. You will work closely with traders and quantitative colleagues to develop, implement, and refine strategies in the European intraday power markets, with a direct impact on live trading performance.

We are looking for someone who brings experience from power trading, combines quantitative skills with commercial judgement, and enjoys taking ideas from initial research into live markets.

Quantitative Intraday Power Trading

As a Quantitative Trader at Inductive Energy, you will play a key role in strategy development and trading execution. You will work hands-on with market data, models, and trading logic, and help shape how we identify opportunities, deploy strategies, and improve performance. Your responsibilities will include:

• Developing, testing, and improving quantitative trading strategies
• Turning market hypotheses into signals, models, and trading decisions
• Taking part in trading decisions and contributing to real-time P&L
• Monitoring and optimizing live trading performance, execution, and risk
• Working with large, real-time and historical datasets (prices, forecasts, flows, weather, fundamentals)
• Identifying where models break down and improving robustness and performance
• Collaborating closely with traders to translate quantitative insights into practical decisions
• Contributing to the continuous development of our trading systems and infrastructure

AI-assisted development is a natural part of our workflow, helping us explore ideas, build tools, and iterate efficiently. We value people who use these tools thoughtfully alongside strong technical skills and market understanding.

We Are Looking for Someone Who

• Has professional experience in power trading, ideally within European intraday markets, through trading, quantitative research, or strategy development.
• Has a strong quantitative background (e.g. Mathematics, Physics, Engineering, Economics, Computer Science, or similar)
• Is proficient in Python and SQL; experience with PostgreSQL is a plus.
• Has practical experience with modelling, forecasting, backtesting, and developing data-driven trading strategies.
• Understands the difference between strong backtests and robust live trading performance
• Is comfortable working with messy, high-volume, time-dependent data
• Is curious about markets and motivated by performance and continuous improvement
• Takes ownership and can work independently in a fast-paced environment
• Communicates clearly and collaborates well with both traders and technical colleagues

What We Offer

• A role with direct impact on trading performance, strategy development, and live P&L
• Close proximity to live markets and real-time decision-making
• A collaborative environment with traders, analysts, and quantitative colleagues
• A high degree of ownership and responsibility from day one
• Short path from idea to live trading, with fast feedback loops and continuous iteration
• A performance-driven environment where your contributions are evaluated based on real trading performance and P&L impact
• Competitive compensation aligned with impact and contribution
• A modern office at Katrinebjerg in Aarhus, at the center of a strong tech environment

About Us

Inductive Energy is an energy trading company focused on short-term price movements in the European power markets. We specialize in intraday trading, combining market understanding, quantitative models, and real-time execution to identify and act on opportunities. Our setup is built around fast iteration, data-driven decisions, and close collaboration between trading and quantitative development.

Apply now by sending your CV and application to [email protected].