Quant at Nordic Power Trading

Help Start a New Quantitative Trading Division

sun panels and a sky with clouds

Help build the next generation of algorithmic trading strategies in power and energy markets.

The Culture at Nordic Power Trading

Agility

We have an agile leadership culture in all situations.

Reflection

When we make a mistake, we use it as an opportunity to reflect and improve.

Development

We develop people and give them new opportunities.

Team Spirit

We are social. We celebrate our victories and successes.

Proptrader - Futures i det nordiske og europæiske energimarked

I stillingen som Senior Energy Trader bliver du en del af et team, hvor du kommer til at handle futures i det nordiske- og europæiske energimarked med henblik på at skabe stabile afkast til fondens investorer. Dette indebærer at du skal kunne tage selvstændige positioner samt overvåge fondens handelspositioner og kunne agere ud fra analytisk input.

We’re launching a new algorithmic trading department at Nordic Power Trading – and we’re looking for talented and driven quants to help shape it from day one.

Hvem er Nordic Power Trading

Vi er en trading virksomhed, som er kapitalforvalter og FAIF godkendt. Vi forvalter et trecifret millionbeløb i fonden, på vegne af fondens investorer. Afkastet i fonden skabes af de resultater som traderteamet opnår på baggrund af handel med energi; el, gas og CO2 hvor el er vores hovedkompetence.

Vi har mere end 15 års erfaring indenfor handel med energi.
Hos Nordic Power Trading har vi en fantastisk ånd som vi værner om og passer på. Vi har en agil ledelseskultur til alle situationer.  Har man lavet en fejl bruger vi det til at reflektere og til at blive bedre.

Nordic Power Trading sætter en ære i og mener også det er vores pligt som virksomhed at udvikle og give mennesker nye muligheder. Derfor deltager vi ofte på seminar og foredrag. Vi er sociale og nyder hinandens selskab, med flere arrangementer årligt. Hos os fejrer vi vores sejre og succeser.

a sandy cost of a reservoir

Quantitative Developer

Location: Kolding, Denmark (Hybrid)
‍Compensation: Competitive, based on experience

Join us at Nordic Power Trading as we build a new algorithmic trading division from the ground up. We're applying rigorous, systematic research to power markets—including electricity, natural gas, oil, and EU carbon allowances. This is your opportunity to play a formative role in building a quantitative trading division from the ground up.

About the Role

As our first Quant Developer, you’ll own the full technical stack—from research to execution. This is a rare opportunity to shape the foundations of a modern, research-led trading operation. You'll implement academic research into production-ready code, preprocess data, develop backtesting infrastructure, implement live deployment, and help our quantitative researcher translate trading strategies into effective algorithms.

Your responsibilities include:

  • Designing and maintaining our backtesting and execution infrastructure
  • Implementing trading algorithms based on portfolio construction strategies
  • Turning portfolio construction strategies into trading algorithms
  • Building and managing data ingestion pipelines, data source API’s, and preprocessing workflows
  • Reading scientific papers to discover advanced data preprocessing methods
  • Implementing methods for feature engineering, ML modelling, and evaluation.
  • Contributing to a rigorous, collaborative research process through thoughtful technical input and well-written code

Qualifications

The ideal candidate will have:

  • A degree in engineering, quantitative finance, computer science, math, or equivalent
  • 2+ years of experience as a software engineer, data scientist, or quant developer
  • Solid programming skills in Python and familiarity with version control and Git workflows
  • Familiarity with data preprocessing, database management, and API integrations

You thrive in a fast-moving environment, take initiative, and are comfortable juggling priorities across research, development, and operations. If you’re a recent graduate with a strong academic profile and a passion for quant finance, we’d also love to hear from you.


What We Offer

  • A central role in building our new quantitative trading team
  • A collaborative, low-bureaucracy culture with short feedback loops and meaningful autonomy
  • Hybrid setup: work remotely every other week in sync with the project lead’s schedule
  • Office located in Kolding, Denmark, with a flat structure and informal tone
  • Exposure to real-world trading challenges and constant learning in a high-responsibility setting

Quantitative Researcher

Location: Kolding, Denmark (Hybrid)
‍Compensation: Competitive, based on experience

Join us at Nordic Power Trading as we build a new algorithmic trading division from the ground up. We’re applying rigorous, systematic research to power markets—including electricity, natural gas, oil, and EU carbon allowances (EUAs). As our first Quantitative Researcher, you'll play a central role in defining how we generate alpha, build models, and think about risk and uncertainty in energy markets.

About the Role

As the first researcher in our quant division, you’ll be responsible for modeling and developing trading strategies. Working closely with our Quant Developer, you’ll move from academic ideas to deployment-ready features, models, and portfolio construction strategies. Your role is both creative and technical—driven by a deep understanding of statistics, machine learning, and financial modeling.

Your responsibilities include:

  • Exploring academic research for inspiration on feature engineering, model selection, and portfolio construction
  • Designing and running ML-based experiments to test predictive features and model robustness
  • Constructing model-based strategies with a strong foundation in causality, probability theory and statistical inference
  • Preparing research plans, clearly documenting hypotheses, and executing structured research cycles
  • Collaborating with our Quant Developer to carry out your research projects

We work with a scientific mindset—structured hypotheses, reproducible research, and an emphasis on transparency, iteration, and continuous improvement. You’ll help define that research process from day one.

Qualifications

The ideal candidate will have:

  • Master's or Ph.D. in quantitative finance, financial engineering, computer science, or a related field
  • 2+ years of experience as a quantitative researcher
  • Strong programming skills, particularly in Python, with an emphasis on machine learning workflows
  • A solid grasp of probability theory, model evaluation, and the statistical underpinnings of ML
  • Experience reading and applying concepts from academic papers in finance, data science, or applied math
  • A structured mindset: you plan before exploring data, test assumptions methodically, and keep research reproducible
  • Ability to bring discipline to your research—setting clear plans, following through methodically and scrutinizing the results
  • Leadership potential to help build the research discipline and shape the direction of the quant team finance, computer science, math, or equivalent

We work with a scientific mindset—structured hypotheses, reproducible research, and an emphasis on transparency, iteration, and continuous improvement. You’ll help define that research process from day one.


What We Offer

  • Autonomy and influence—you'll help shape how and what we research from the start
  • A culture that values rigor, openness, and iteration
  • Hybrid setup: work remotely every other week in sync with the project lead’s schedule
  • Office in Kolding, Denmark, with a flat structure and friendly, informal tone
  • A chance to apply advanced statistics and ML to real financial markets in a high-responsibility environment
Send your CV and application to Bjarne Walbech at:

info@nordicpowertrading.dk

Vi tilbyder en stilling i en virksomhed i vækst. En dynamisk virksomhed hvor et åbent mindset er altafgørende for at få succes.

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