InfraBe
Lead/ Senior Quant Trader - Battery Optimization
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Company: Private Equity Backed European Battery Storage Platform (operational assets + large mature development pipeline)
Role Location: Europe (Remote + travel)
This role carries a significant mandate and the autonomy to shape the platform's optimization and pricing capabilities, and with them our strategic position in the market.
The initial focus is on building a pricing and optimization toolkit for European BESS - as the portfolio matures, the role grows into live trading and optimization.
What you'll do
BESS optimizer: Design, build and own our multi-market BESS optimizer, covering revenue stacking, dispatch scheduling and bid generation across day-ahead, intraday and ancillary services markets. Prove it out through shadow trading against live markets, then harden it into a production-ready system for live trading in key markets.
Trading & optimizer tech stack: Work closely with the trading technology team to shape our trading and optimization stack: algo bidding, forecasting inputs, ETRM and risk tools.
Market analysis & price curves: Build and maintain short- and medium-term power market analysis and price curves (day-ahead, intraday, ancillary services, capacity) across core operational markets, underpinning trading, dispatch and investment decisions.
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Backtesting frameworks: Design and implement robust backtesting frameworks to evaluate trading and dispatch strategies and to benchmark internal and third-party optimizer performance.
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Risk, PnL & reporting: Build exposure, PnL and performance reporting for the fleet in close collaboration with the Risk Manager; help establish risk frameworks and ensure compliance with market rules.
Collaboration & mentoring: Partner with investment, asset management and finance teams to translate market insight into portfolio decisions; mentor junior analysts as the team grows.
Trading strategies & execution: Develop, test and, as the in-house capability matures, execute trading and bidding strategies across day-ahead, intraday and ancillary services markets in Europe.
What you'll need
- 5+ years in a front-office quant, trading analytics, energy trading or asset-optimization role in short-term European power markets, with exposure to flexibility assets; direct BESS experience strongly preferred.
- Strong quantitative modelling skills: BESS dispatch optimization (e.g., LP/MILP), revenue stacking, price analysis and forecasting, and scenario modelling, with a solid understanding of modelling techniques, inputs and parameters, and their limitations.
- Proven proficiency in Python and SQL, with experience building production-grade analytics: data pipelines, backtesting frameworks and dashboards. Familiarity with optimization libraries and cloud tooling a plus.
- Strong knowledge of European short-term power markets, energy exchanges and ancillary services (e.g., EPEX Spot / Nord Pool day-ahead and intraday, FCR/aFRR/mFRR, capacity mechanisms); experience in the platforms core markets a strong plus.
- Good understanding of risk and PnL management in an asset-backed trading context.
- Experience working with, or benchmarking, optimizers and route-to-market providers is a plus.
- Relevant degree in a quantitative field (Engineering, Mathematics, Physics, Economics, Finance); postgraduate qualifications or energy-trading certifications a plus.
- A pragmatic builder's mindset: comfortable in a scale-up environment where tools are built from scratch and priorities evolve quickly.
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