Quantitative Power Analyst (Data Scientist)Short Term Intraday Stack ModelsPower TradingLondonWe are working with one of the UK''s leading power generation companies - generating 10-15% of the UK''s electricity - with sites across the UK, Ireland, and Germany. As they scale from 3.5 GW to 7 GW of generation and add 500 MW of battery storage, they''re building out their data science capability on the trading floor.We are seeking a highly motivated Quantitative Power Analyst to join our trading team. This role is focused on short-term power markets and sits at the intersection of trading, quantitative analysis, and data-driven modelling. Top Three Focus AreasDeveloping algorithms for asset optimisation in short-term power markets.Applying short-term power trading expertise to drive trading desk performance.Building and improving short-term pricing models (eg, stack models, scratch models).What you''ll be doingTake ownership over existing models, and building new short-term intraday stack modelsOwn and enhance short-term stack forecasting and dispatch modelsDeveloping algorithms for optimising assets in the short-term power market, including dispatch/stack models used for pricing and trading decisionsWorking directly with the trading desk to support short-term power trading strategies and decisions, ensuring models are commercially relevant and impactful.Build intraday trading tools and collaborate on automated strategiesApply time series and fundamentals-based modelling to supp