Quantitative Power Trader hos Ingrid i Stockholm
Utvecklar algoritmer för intradagshandel och bygger kvantitativa modeller för prisprognoser. Kräver 2–5 års erfarenhet inom energi, masterexamen eller doktorsexamen inom ett kvantitativt område samt programmeringskunskaper i Python.
Titel, arbetsplatsens namn och sammanfattning skrivna av AI utifrån annonsen.
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Lön
Inom yrkesgruppen Statistiker har de som jobbar i privat sektor i Stockholm i snitt 63 700 kr i månaden, varav 62 300 kr i grundlön. I hela landet, i privat sektor, tjänar hälften mellan 48 300 kr och 69 700 kr. Det är statistik för yrket, inte vad den här arbetsgivaren betalar.
Källa: SCB, lönestrukturstatistik 2025
Anställningen
Anställningen har inget slutdatum. Den kan börja med en provanställning på högst sex månader. Vill arbetsgivaren avsluta den under provtiden ska du få besked minst två veckor i förväg; annars blir den en vanlig tillsvidareanställning när provtiden är slut. Därefter krävs sakliga skäl för att säga upp dig, och uppsägningstiden är minst en månad, längre ju längre du har varit anställd.
Ett kollektivavtal kan ge andra regler än lagen.
Texten är skriven med AI och kan innehålla fel. Kontrollera med arbetsgivaren.
Källa: Lagen om anställningsskydd (LAS)
Arbetsgivaren
Ingrid har annonserat 6 jobb det senaste året: 6 tillsvidareanställningar. Det är deras första annons inom yrkesgruppen Statistiker på två år.
Källa: vår sammanställning av Arbetsförmedlingens annonser
Quantitative Power Trader
About us Ingrid was born out of a simple belief: the energy transition must move faster and work smarter. We're pioneers at the forefront of the global energy transition — pushing boundaries, turning bold ideas into reality, and solving the problems that matter most.
The INtelligent GRID of tomorrow needs to absorb and release more power. We develop, build and operate high-performance batteries — the lungs of modern energy infrastructure — enabling a more flexible and resilient energy supply across Europe. With 500 MW already deployed across the Nordics and rapid expansion into continental Europe, we manage, optimise and trade both our own assets and those of third parties through our sophisticated tech platform, making every battery — and the entire grid — stronger.
Watch our film
About the role
As Quantitative Power Trader, you'll own the intraday trading strategies at the heart of Ingrid's BESS and renewable portfolio — building the arbitrage and proprietary strategies that turn market volatility into revenue. You'll design, build, and refine the models and algorithms behind them, working hand-in-hand with our engineering team to get them into production, and staying close to the market through day-time trading shifts that keep you grounded in how your strategies actually perform.
Intraday is the focus, but never in isolation: you'll bring a broader view of how we optimize BESS revenue across ancillary, day-ahead, and intraday markets, so your strategies are tuned to the portfolio's full revenue stack — not just one piece of it.
What you'll do
Design, backtest, and continuously improve intraday trading algorithms — arbitrage and proprietary strategies — applying revenue-optimization thinking across ancillary, day-ahead, and intraday markets so strategies fit the portfolio's full revenue stack.
Execute trades with discipline and strong market feel while adhering to risk limits and governance frameworks.
Build and maintain quantitative models for price forecasting, degradation-adjusted cycling economics, and cross-market arbitrage (ancillary vs. wholesale vs. tolling).
Monitor the performance of Ingrid's automated trading platform, pinpointing where live results deviate from the theoretical optimum and diagnosing why.
Collaborate closely with the engineering team to translate strategy logic into production code — this is not a hand-off-and-wait role.
Conduct scenario and stress-testing ahead of new market entries (new geographies or products).
Report on trading performance and risk exposure to leadership, including drawdown explanations and capacity utilisation metrics.
Take part in day-time trading shifts, with occasional weekend coverage to monitor live strategy performance.
Your work experience:
2–5 years of experience in a Data Scientist, Quantitative, or similar role within the energy sector, with direct exposure to European intraday power markets, either through trading or strategy development, is required; BESS experience is highly preferred.
Strong grasp of forecasting, optimization, and pricing across ancillary, day-ahead, and intraday markets, with the intraday market as your core focus.
Familiarity with market design and regulatory frameworks, plus a sharp feel for power fundamentals, volatility, and market dynamics.
Strong programming capability (Python required; SQL and experience with data pipelines or model deployment a plus).
Comfortable working with large, complex datasets, with the analytical rigor to match.
Advanced degree (MSc or PhD) in a quantitative field such as Engineering, Applied Mathematics, Physics, or similar.
Your personal skills
- Beyond technical experience, we're looking for someone with the right mindset and a genuine passion for renewable energy, including:
Ownership and self-leadership — taking initiative and full responsibility to drive and own your domain, and to bring concepts through to commercial execution.
Diligence and expertise — working persistently and thoroughly to become the subject matter expert.
Business acumen and commercial drive — understanding the commercial perspective behind every strategy.
Analytical and strategic thinking — precision in forecasting paired with big-picture judgment.
Communication and collaboration — clear with stakeholders, generous with knowledge across teams and disciplines.
Adaptability and agility — thriving in a fast-paced, dynamic environment.
Avsnitt som inte handlar om jobbet är utelämnade. Hela annonsen finns hos Arbetsförmedlingen.
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