Quark
Junior Algorithmic Shift Power Trader
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Junior Algorithmic Shift Power Trader
Full-time (shift-based, including weekends)
London – Paddington
At Quark, we bring together talented people across energy trading, quantitative research, and software engineering to build algorithmic trading systems for electricity markets.
We are a proprietary trading firm focused on developing algorithmic and high-frequency trading strategies in power markets, an area where automation is rapidly transforming how electricity markets operate.
Quark was founded in 2020 as a joint venture between Liger Investments and Habitat Energy.
Liger Investments is a global proprietary trading firm specialising in algorithmic trading of futures and derivatives across major exchanges. Habitat Energy optimises flexible energy assets across the UK, Australian and US electricity markets and brings deep electricity market and data science expertise. Habitat Energy is a portfolio company of Quinbrook Infrastructure Partners.
We are looking for analytical, curious and highly motivated individuals who want to work at the intersection of quantitative analysis, software systems and real-time trading.
This is a hands-on trading role where you will learn how automated strategies interact with live electricity markets, work closely with traders and quantitative developers, and contribute to improving our trading performance.
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Key Responsibilities
- Monitor and manage the real-time execution of algorithmic trading strategies
- Manage open market risk when required
- Work with senior traders and quantitative developers to adjust strategy parameters and identify new trading opportunities
- Test and evaluate trading strategies using historical and live market data
- Perform post-trade analysis to understand performance and identify improvements
- Contribute ideas to improve trading tools, monitoring systems, and processes
- Produce structured market analysis to support trading decisions
Working Pattern
This is a shift-based role and requires:
- Working either Saturday or Sunday
- Four additional weekdays (Monday–Friday)
- Scheduled early morning or late evening shifts
- Selected Bank holiday coverage
The role is based in our Paddington office in London.
Part of the initial training will take place in Kraków, where our development team is based.
Candidates should apply only if they are comfortable with this working pattern.
Requirements
We are looking for candidates with strong analytical ability and the motivation to operate in a fast-moving, data-driven trading environment.
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Essential:
- Strong numerical and problem-solving skills
- Ability to analyse data and reason about complex systems
- Python programming experience
- Ability to communicate complex ideas clearly and concisely
- High level of attention to detail and accountability
Typical background:
- Degree in Mathematics, Physics, Engineering, Computer Science, Economics or another quantitative discipline
- Strong academic performance
Nice to Have
- Understanding of electricity market dynamics, particularly UK or European prompt power markets
- Experience working with data analysis or statistical modelling
- Familiarity with trading, probability, or risk-based decision making
- Interest in strategic games involving probabilistic thinking (e.g. poker, strategy games)
What We Offer
- Salary: £45,000 -£ 50,000 + performance bonus
- Direct exposure to live algorithmic trading systems
- Opportunity to work closely with experienced traders, quantitative researchers, and engineers
- A collaborative and intellectually challenging environment
- Significant opportunities for learning and career development
Eligibility
Applicants must have the right to work in the UK.
Unfortunately we are not able to sponsor visas for this role.
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