Quantitative Researcher - Power Markets

About Us

PowerXecution is a fast-growing, proprietary trading firm based in the heart of Copenhagen, backed by a dedicated long-term investor. We are pioneering a new era of data-driven, technology-led trading across European power markets. By eliminating rigid corporate hierarchies, we have built a nimble, entrepreneurial environment where quants, developers, and traders work side-by-side to build next-generation trading systems from the ground up. Our infrastructure processes every single market tick in real time, executing at scale to capture micro-second inefficiencies and manage risk at 10,000 decisions per second.

We are scaling our operations rapidly and are looking for ambitious talent to grow alongside us.

The Opportunity

We are seeking a sharp, driven Junior/Mid or Senior Quantitative Researcher to join our core team. This is a high-impact role offering true ownership from day one. Instead of maintaining legacy systems or working as a small cog in a massive corporate machine, you will have a direct line of sight to how your statistical models drive our live trading PnL.

If you have a rigorous mathematical foundation, a passion for production-grade coding, and a strong curiosity about the fast-paced dynamics of energy grids, this is your launchpad.

Key Responsibilities

Alpha Generation: Design, backtest, and deploy predictive models and algorithmic trading strategies targeting short-term European power markets (Intraday and Day-Ahead).

Advanced Modeling: Leverage machine learning, time-series analysis, and deep statistical modeling to transform multi-dimensional datasets (fundamental grid data, weather forecasts, generation capacities) into high-fidelity trading signals.

Research to Production: Collaborate directly with software engineers to transition your models from research environments into live, low-latency execution systems.

Market Microstructure: Analyze execution data and post-trade performance to minimize slippage, optimize execution algorithms, and adapt to real-time market shifts.

Qualifications \& Mindset

The Foundation: A Master’s or PhD in a highly quantitative field (Mathematics, Physics, Computer Science, Engineering, or Quantitative Finance).

The Toolkit: Strong programming proficiency in Python (pandas, numpy, scipy, scikit-learn). Experience writing clean, reusable code and navigating git workflows is essential.

The Mindset: Analytical, collaborative, and entrepreneurial. You enjoy solving complex data puzzles and thrive in a fast-paced, meritocratic environment.

The Edge: Prior exposure to commodities, power markets, or timeseries forecasting is an advantage, but raw quantitative capability and programming maturity matter most. If you are a brilliant financial or data quant looking to pivot into the most exciting asset class in Europe, we want to hear from you.

What We Offer

Direct Impact: A flat structure with fast feedback loops where your code and ideas move the needle immediately.

Mentorship \& Career Acceleration: Work directly alongside industry veterans with deep expertise across HFT, FX, equities, and energy markets.

Advanced Technology: Build on a modern, greenfield tech stack optimized for ultra-low latency and scalable data pipelines.

Competitive, Performance-Driven Upside: A competitive base salary coupled with a performance-driven bonus program that directly rewards your contribution to the firm's success.

Ready to build the future of energy trading?