Quantitative Trader - Power

About the Role:

At Trasteel, you will design and run the systematic strategies for our short-term power trading activity, with a focus on the Italian intraday market (MI-XBID). You will work on research, signals, backtesting, sizing, and execution logic.

You will join a small team where your work goes into production quickly, and its impact on trading performance is directly visible. We offer a full-time position based in Lugano.

Responsibilities:

• Research, validate, and deploy systematic intraday power trading strategies, and monitor their live performance and risk.
• Turn market microstructure, fundamentals, and forecast signals into tradable rules on the Italian continuous intraday market and day-ahead market.
• Work side by side with traders and developers.

Requirements:

• Master’s or PhD in data science, applied mathematics, finance, engineering physics, statistics, computer science, or a related field.
• Proven experience building trading strategies, or a demonstrable strong interest with work to show for it.
• Strong Python, time-series, and machine-learning skills.
• A scientific approach to strategy validation: proper backtesting, out-of-sample and walk-forward testing, transaction cost and slippage modelling, awareness of overfitting and multiple-testing bias, and honest performance attribution.
• Familiarity with the Italian intraday power market (MI-A sessions, XBID continuous trading, imbalance and Terna rules) is a strong plus.