Quantitative Researcher - Power

A leading global hedge fund is seeking an experienced Quantitative Researcher to join their systematic power team in Sydney, responsible for the design, implementation, and optimization of advanced trading strategies across power markets.

Responsibilities:

• Design, implement, and optimize mid-frequency algorithmic trading strategies for power markets.
• Work alongside the PM with a focus on alpha generation, model implementation, backtesting and portfolio construction.
• Work closely with leading quantitative researchers and engineers to improve existing strategies and identify new trading opportunities.

Qualifications:

• Advanced academic qualifications (Master's/PhD) in a quantitative field, such as Mathematics, Physics, Statistics, Computer Science, or a related discipline.
• Proven experience in generating alpha and developing high-performing strategies within power markets.
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