Data Scientist Short Term Trading

As a Quant in the Flex Optimization team, you’ll work on data driven solutions that maximize the value of Eneco’s steerable asset portfolio by optimizing their flexibility across short-term power and ancillary markets.

Your work will impact Eneco’s trade result and contributes to a smarter, cleaner energy system. You will build optimization strategies, bidding algorithms and machine learning models that operate in fast-moving, real-time energy markets (such as real time trading applications for Battery Energy Storage Systems (BESS)). You will work side by side with other quants and traders to see where analytics can add most value. We aim to have a fast feedback loop of deploying, learning and adjusting, meaning that there is a strong focus on ownership and scalable automation of processes. Deploying your model makes real world impact – often the same day!

You will be working with large and growing datasets, so a continuous effort to improve forecasting, modelling, and decision support tooling is essential to stay ahead. Apart from developing these applications you will also play a pivotal role to productionize those in a robust and reliable manner.

• You have a quantitative MSc or equivalent experience in Computer Science, Mathematics, Statistics, Econometrics or a related quantitative field.
• You bring  3 years of hands-on experience in a quantitative role within a business context. Prior experience in (energy) trading is a plus.
• You have strong quantitative problem-solving skills and experience developing algorithms or analytical models. Experience with (non-)linear optimization is a plus.
• You have a strong background in Python development: you know how to write clean and modular code and implement unit tests and proper monitoring.
• You have experience building and deploying scalable applications and/or algorithms in the cloud, including working with streaming data. Experience with our tech stack (Azure Cloud, Databricks, Kubernetes, Airflow, Snowflake and Kafka) is a plus.
• You understand underlying business problems, can distinguish between main and secondary issues and are able to translate these into robust, data-driven solutions.
• You proactively identify opportunities for improvement, take ownership and have the drive to get things done.

• Developing and maintaining data-driven applications for cross-market optimization, bidding and decision-making; using techniques ranging from mathematical optimization and machine learning to heuristics and other quantitative methods.
• Driving automation and scalability, identifying where manual processes can be streamlined and operationalized.
• Identifying new ways to add value with analytics in close collaboration with the traders to deliver integrated, high-impact solutions

You will work within the Flex Optimization team as part of the value chain Trading & Structuring, right next to Rotterdam-Alexander station. A complex, dynamic environment where moving markets, ever-changing positions, new technologies, and the law of inhibiting head start create a challenging field of tension which requires a lot of initiative and insight. We interact quickly with each other in an informal, transparent and collegial atmosphere. In a rapidly changing energy landscape, you and your team will shape the energy transition. A tough job, with challenging but achievable targets.