Quantitative Trader - Power in Lugano

About the Role: At Trasteel, you will design and run the systematic strategies for our short-term power trading activity, with a focus on the Italian intraday market (MI-XBID). You will work on research, signals, backtesting, sizing, and execution logic. You will join a small team where your work goes into production quickly, and its impact on trading performance is directly visible. We offer a full-time position based in Lugano. Responsibilities: Research, validate, and deploy systematic intraday power trading strategies, and monitor their live performance and risk. Turn market microstructure, fundamentals, and forecast signals into tradable rules on the Italian continuous intraday market and day-ahead market. Work side by side with traders and developers. Requirements: Master’s or PhD in data science, applied mathematics, finance, engineering physics, statistics, computer science, or a related field. Proven experience building trading strategies, or a demonstrable strong interest with work to show for it. Strong Python, time-series, and machine-learning skills. A scientific approach to strategy validation: proper backtesting, out-of-sample and walk-forward testing, transaction cost and slippage modelling, awareness of overfitting and multiple-testing bias, and honest performance attribution. Familiarity with the Italian intraday power market (MI-A sessions, XBID continuous trading, imbalance and Terna rules) is a strong plus. #J-18808-Ljbffr