We have a vacancy for a Quantitative Analyst to join our US team based in Austin, Texas. This role will predominantly be based on-site in our Austin office.

You will be responsible for:

Signal Generation & Market Fundamentals: 

• Bridge advanced machine learning techniques with core market fundamentals to consistently extract alpha. 
• Operationalize the outputs of powerflow models and grid topology to anticipate network congestion, translating complex system dynamics into actionable, high-conviction trading strategies.
• Process and transform high-dimensional, unstructured ISO market data into robust predictive features. 

Portfolio Optimization: 

• Build, calibrate, and scale optimization models to support complex, multi-asset trading strategies. 
• Seamlessly integrate strategies across physical and financial energy markets (including spot, futures, and derivatives) to maximize risk-adjusted returns and portfolio scalability.
• Prototype and deploy robust valuation frameworks for virtual and asset-backed energy trades. 
• Develop dynamic risk profiles that accurately capture market volatility, congestion pricing dynamics, and tail-risk scenarios to ensure optimal capital allocation and downside protection.

Performance Attribution & Strategy Refinement: 

• Drive rigorous post-trade analytics to clearly isolate model efficacy from general market performance. 
• Establish a continuous feedback loop of backtesting and quantitative review to refine strategy accuracy, adapt to shifting market regimes, and improve future signal generation.