Quantitative Researcher, Power Markets
You have worked close to a power desk, at a utility, an optimiser, a TSO or a fund, and you know exactly where fundamental models break: intraday against day-ahead, imbalance settlement, negative prices, and the days when the merit order stops explaining anything at all.
Indicative range, set by experience and by where you are. We would rather say a number up front than waste your time.
What you would do
- Take our power work from research note to a model a desk pays for.
- Build the chain: weather to load, supply to merit order, merit order to day-ahead and forward.
- Validate out of sample before anything ships, and say so plainly when it does not hold.
- Publish under your own name as CS/RES notes, negative results included.
What you would bring
- Time spent close to a power desk: a utility, an optimiser, a TSO or a fund.
- Working knowledge of where fundamental models break in coupled European markets.
- Python, time series, and the discipline to test a claim before believing it.
- A paper, a model or a backtest you can show us and defend.
How we work
We are three people and we stay small on purpose. Everyone here builds, validates and ships their own work, and everyone talks to the people who use it. The trade-off is total ownership and very little structure. There is no manager, no HR department and no job ladder waiting for you.
How to apply
Send a short note and your CV to careers@causalsystems.co. Tell us what you have built and what you would want to build here, and attach anything worth reading: a paper, a repository, a backtest, a deck. No cover letter theatre and no form to fill in.
We read everything and we reply, including when the answer is no.