Team Lead (m/f/d) Quant Trading

Why The Mobility House?

• Help shape our vision of an emission‑free energy and mobility future
• High level of responsibility and rapid development in a growing and innovative company
• Open, diverse & international team
• Flexible working hours and additional vacation days
• Mobile working from home and 20 days in other European countries
• Choice between the latest Apple and Dell IT equipment
• Subsidy for Deutschlandticket job
• Wellpass membership
• Lease of your preferred car and bike via FINN or JobRad
• Modern office with good public transport connections
• A greenfield mandate: you’ll shape the algorithmic architecture of a growing multi‑market BESS and EV flexibility trading business
• Direct collaboration with the Head of Trading, Trading Leads, and platform engineering – short decision paths, high ownership
• A live portfolio spanning ~600 MW across five European countries, with active expansion into Southeast Europe
• Competitive compensation with performance component

What you do

Our trading & optimization is scaling fast. We currently optimise and market a ~600 MW portfolio of battery storage systems and aggregated EV flexibility across Day‑Ahead, Intraday and reserve markets in five European countries – and we’re just getting started.

We’re looking for someone who builds the algorithmic engine on top of our trading platform – not just maintaining what exists, but designing the optimisation framework that will drive our next phase of growth. You’ll lead a small, high‑calibre team of quant traders, analysts and data scientists, work closely with the Head of Trading and Trading Analytics and Tech, and own the full lifecycle from research to production.

This role is for someone who is equally at home writing a stochastic dispatch optimiser, reviewing a backtest, or explaining model assumptions to a senior stakeholder.

• Designing and owning the algorithmic optimisation stack – multi‑market dispatch optimisation, stochastic bidding strategies across DA, ID, FCR, aFRR and mFRR, and real‑time decision logic for BESS assets
• Leading a team of 7 Quant Traders, Analysts and Data Scientists – setting direction, prioritising the roadmap, running code reviews, and building a strong delivery culture
• Driving the research‑to‑production pipeline: from hypothesis and backtesting through validation, deployment with Tech, and continuous performance monitoring
• Advancing the automation agenda together with the Platform teams
• Building and maintaining BESS valuation and degradation models at fleet scale, incorporating physical constraints, cycle costs, and multi‑market opportunity costs
• Acting as the key technical interface between quant models and trading strategy – translating trader intuition or quant insights into formal optimisation problems and communicating model outputs clearly
• Serving as key sparring partner for senior leadership on algorithm performance, market structure changes, and quantitative strategy

Who you are

• Several years of hands‑on experience in quantitative energy trading, BESS optimisation, or algorithmic trading in European power markets – you understand both the math and the commercial logic
• Deep expertise in optimisation methods: LP/MIP, stochastic dynamic programming, rolling intrinsic or SDDP approaches for storage dispatch
• Solid Python skills and strong quantitative mindset – including financial modelling, risk assessment and data‑driven decision making
• Familiarity with European market infrastructure (EPEX SPOT, XBID, TSO reserve market platforms) and data APIs
• Track record of leading or mentoring a quant or dev team – you create clarity, enable autonomy, and hold a high technical bar without micromanaging
• Strong communicator: you can explain a stochastic optimisation model to a trader and a P&L attribution to senior management
• Fluent English, German is a plus

• Experience with SDDP (Stochastic Dual Dynamic Programming) or similar scenario‑tree approaches for multi‑period storage valuation
• Background in Monte Carlo simulation for extrinsic value modelling or DA‑SWAP pricing on BESS assets
• Exposure to multiple European market zones (DE/AT, FR, BE, SE, BG or similar)
• Knowledge of REMIT / REMIT‑II compliance requirements
• Experience with ETRM systems or building proprietary trading infrastructure