full-time
Quantitative Trader - Power
Trasteel Trading Holding SA
- Employer
- Trasteel Trading Holding SA
- Location
- Lugano, Ticino, Switzerland
- Working pattern
- on-site
About the role
Research, validate, and deploy systematic intraday power trading strategies, monitoring their live performance and risk. Convert market microstructure, fundamentals, and forecast signals into tradable rules for the Italian continuous intraday and day-ahead markets, working closely with traders and developers. A master’s degree or PhD in a relevant quantitative or technical field is required, along with proven experience building trading strategies or demonstrable strong interest supported by relevant work. Candidates should have strong Python, time-series, and machine-learning skills, and apply rigorous validation practices including backtesting, out-of-sample and walk-forward testing, transaction cost and slippage modeling, and awareness of overfitting and multiple-testing bias.