Quantitative Energy Analyst / Forecasting & Stochastic Optimization(m/f/d)

Vollzeit

Why The Mobility House?

• Help shape our vision of an emission-free energy and mobility future
• High level of responsibility and rapid development in a growing and innovative company
• Open, diverse & international team
• Flexible working hours and additional vacation days
• Mobile working from home and 20 days in other European countries
• Choice between the latest Apple and Dell IT equipment
• Subsidy for Deutschlandticket job
• Wellpass membership
• Lease of your preferred car and bike via FINN or JobRad
• Modern office with good public transport connections
• and much more!

Solar forecasting

• Design, build, and deploy our end-to-end solar generation forecasting pipeline, integrating Numerical Weather Prediction (NWP) outputs (e.g., ECMWF, DWD), site-specific metadata, panel degradation curves, and live telemetry feeds.
• Partner with the Trading Platform team to define concrete data engineering requirements, ensuring high-throughput, low-latency pipelines and infrastructure.
• Establish robust forecast validation frameworks and KPIs to drive continuous on model improvements.

Price & market signal forecasting

• Develop predictive models that capture the complex, weather-driven relationships between renewable generation peaks and intraday spot price dynamics.
• Translate forecasts into systematic trading signals that maximize intraday continuous (IDC) trading performance and mitigate market exposure risks.

Stochastic optimization & algo signals

• Contribute to our stochastic dynamic programming framework for optimal BESS and co-located asset dispatch.
• Formulate, backtest, and deploy high-fidelity quantitative signals directly into our algorithmic trading engine.
• Work closely our quantitative Trading Desk, actively reviewing, auditing, and improving our collective modeling approaches.

Cross-functional collaboration

• Seamlessly translate complex mathematical outputs into high-conviction, actionable insights for the Trading Desk, and coordinate system integrations with the Platform team.
• Play a key role in scaling our predictive modeling frameworks to new European markets as co-location expands.

Who you are

• M.Sc. or Ph.D. in a highly quantitative discipline (Statistics, Mathematics, Physics, Data Science, Econometrics, or similar).
• 3 years of experience in quantitative modeling in energy or an adjacent field, on advanced forecasting, statistical regression, or machine learning frameworks (using tools like scikit-learn, statsmodels, Nixtla, Darts or PyTorch).
• Proficiency in processing multi-dimensional and large-scale datasets (using data manipulation tools like pandas/polars, numpy, JAX or xarray) combined with sound data validation and time-series backtesting practices.
• Proven writing clean, modular, and testable code, taking models successfully from development notebooks into live production environments.
• Understanding of physical and financial European power market mechanics (Day-Ahead, Intraday/XBID, and Ancillary Services/Balancing).
• Proven ability to work autonomously, think critically, and drive complex projects end-to-end.
• Fluent in English (both written and spoken).

Nice to have:

• Experience working with raw meteorological and NWP data (ECMWF, DWD, ERA5).
• Understanding of solar irradiance modelling and PV yield estimation.
• Exposure to mathematical programming (MILP, Stochastic Dynamic Programming, or Model Predictive Control) using algebraic modeling tools (e.g., Pyomo, CVXPY) and professional solvers (e.g., Gurobi).
• Experience building short-term trading signals or price forecasts (e.g., intraday price spreads, imbalance pricing) in volatile power markets.