Quantitative Researcher & Developer

Vitus Commodities actively trades electricity and natural gas contracts in global markets. As part of our growing and expanding trading team, we are seeking a Quantitative Researcher & Developer to work closely with traders on the development, testing, and improvement of quantitative models and algorithmic trading strategies in commodities futures markets, with a strong focus on energy markets. The role is trading‑oriented and combines quantitative analysis, backtesting, and financial market analysis.

Key Responsibilities

• Establish and work with frameworks for data processing and backtesting
• Test and validate quantitative models and trading code
• Analyze large financial datasets, including market data and limit order book data
• Improve and optimize existing algorithmic trading strategies using backtesting results
• Perform model optimization and quantitative performance analysis
• Handle and process data using modern data flow approaches suitable for backtesting and analysis
• Conduct financial market analysis to support trading decisions
• Work with meteorological and numerical data relevant to energy markets
• Collaborate closely with quant traders on trading ideas and strategy development
• Collaborate within a multidisciplinary team of quant traders and quantitative analysts
• Deliver actionable quantitative insights that directly support trading decisionsProduce clear reports and documentation of models, strategies, and results

Qualifications

• Bachelor’s degree in Econometrics, Financial Mathematics, Computer Science, Physics, Engineering, or a related quantitative field
• Minimum 3 years of experience in a quantitative, data science, or trading‑related role
• Strong understanding of financial markets
• Hands‑on experience with backtesting, model testing, and model optimization.
• Proficiency in Python or R (at least one is required)
• Ability to write efficient, optimized, and testable code
• Experience working with large datasets
• Ability to document analyses and results clearly and produce structured reports
• Strong written communication skills, with the ability to clearly document and explain quantitative analyses and results
• Commitment to working in a structured quantitative environment, with a focus on reproducible research, code quality, and clear documentation.
• Fluency in English

Nice to Have

• Experience in energy commodities futures markets (Power, Gas, Oil) and/or intraday power markets.
• Exposure to limit order book data
• Experience working with fundamental or meteorological data
• Background in physics or other modeling‑intensive disciplines
• Previous experience developing trading strategies in equities or other asset classes

If you are passionate about the energy sector and have the skills and experience we are looking for, we would love to hear from you.