
Are you an MSc graduate or early-career technologist looking to apply your quantitative and engineering skills in the fast-moving world of energy trading?
PowerXecution is a Copenhagen-based quantitative trading firm operating in European power markets. We process every single tick from energy exchanges, running models and executing strategies that align our positions with the market 10,000 times per second.
We operate with a flat structure where close collaboration between quants, programmers, and traders drives our success. You will work in an open, agile environment free from corporate politics, legacy systems, and rigid hierarchy.
This is a chance to build high-impact tech, take real ownership early in your career, and share directly in our financial success through competitive compensation and profit-sharing programs. If you're ready to grow with us, apply today!
We give engineers and quantitative researchers total technical ownership from day one. You will design, deploy, and iterate on a modern greenfield stack without legacy constraints or multi-layered sign-off loops.
What We Offer:
Direct PnL Impact: A flat, collaborative culture where your code and trading models deploy straight to live markets with no red tape, no waiting years to see your work move the needle.
Uncapped Financial Upside: Competitive base salary paired with performance-driven bonuses, and structured profit-sharing designed to reward exceptional contribution early in your career.
High-Fidelity Engineering & Mentorship: Work directly alongside senior trading veterans and quantitative researchers on a modern, greenfield tech stack optimized for sub-millisecond execution.
Apply machine learning and time-series modeling to forecast short-term power dynamics, renewable generation, and grid constraints across European markets.
Skills Required:
Build and optimize algorithmic trading pipelines across European intraday power markets, turning quantitative strategies into robust production software.
Skills Required:
Design and optimize ultra-low latency execution engines in Rust, processing live exchange tick data where microsecond performance counts.
Skills Required:
Monitor live European intraday trading operations, manage grid data flows, and optimize strategy execution across exchanges.
Skills Required: