Job description
We are looking for a colleague for our international partner company for the following position:
Quantitative Researcher
Responsibilities:
Researching market inefficiencies in European energy markets and developing quantitative trading signals based on statistical methods.
Analyzing market data across various time horizons and identifying stable predictive patterns.
Designing and testing features from price, volume, order book and external datasets, ensuring statistical rigor.
Running backtests for systematic strategies and evaluating performance with appropriate risk metrics.
Translating research findings into algorithmic strategies and collaborating with traders on actionable insights.
Iterating on strategy behaviour based on real‑market dynamics and execution effects.
Monitoring live trading performance, investigating deviations and analyzing PnL drivers and regime shifts.
Improving monitoring processes, diagnostics and internal reporting tools.
Building reproducible research workflows and supporting the transition of research models into production.
Contributing to internal data infrastructure and research tooling improvements.
Requirements:
2–4 years of experience in systematic trading research or quantitative R&D.
Proven ability to take strategies from idea to live production.
Strong statistical background in time series, stochastic processes and robust estimation.
Track record of delivering out‑of‑sample performance.
Experience with cross‑asset markets including FX, commodities, energy, crypto or indices.
Strong Python skills (NumPy, Pandas, SciPy, ML libraries) and experience with large datasets.
Experience building custom backtesting frameworks and applying robustness tests.
Knowledge of portfolio optimization and risk modelling.
Familiarity with cloud environments and research deployment workflows.
Advantages:
Experience with commodity or energy markets.
PhD in a quantitative field such as Statistics, Applied Math, Physics or Engineering.
Experience with internal alpha‑discovery tooling or research automation.
C++ experience for performance‑critical components.
What our partner company offers:
Competitive salary
Performance‑based bonuses.
Full‑time, on‑site role in a central Budapest office.
Opportunity to work in a fast‑growing, innovative European energy trading environment.
Stable, technology‑driven company with strong research culture.
Continuous learning opportunities and professional development.
Collaboration with experienced traders, engineers and quants on impactful systems.
Long‑term career development in systematic trading and quantitative research.
