Quantitative Developer - Power & Gas Markets

About the role

Sirius Energy, a young and dynamic energy trading company, is looking for a Quantitative Developer in Lugano to work on power and gas markets. The role bridges quantitative analysis and production-ready software, turning complex mathematical models and algorithms into robust, efficient and scalable solutions. You will refine and optimize prototype algorithms developed by analysts, focusing on energy-sector problems such as gas and power market dynamics.

Key responsibilities

• Translate complex mathematical and optimization models (e.g. stochastic and deterministic optimization) into high-performance, production-grade code.
• Develop and implement software solutions for energy-sector problems such as resource allocation and optimization to maximize profitability.
• Use and integrate optimization frameworks such as Pyomo, Mosek or similar tools.
• Optimize and refactor existing code so it is reliable, maintainable and scalable.
• Work closely with analysts, traders and other developers to understand business needs and deliver quality software.
• Perform code reviews, rigorous testing and integrate software into existing systems.

Required profile

• Bachelor's degree in Computer Science, Software Engineering or a related field.
• Proven research or professional experience as a Quantitative Developer, ideally with experience building quantitative models or optimization algorithms.

Required skills

• Proficiency in Python (C# and Rust are considered alternatives).
• Experience with optimization frameworks such as Pyomo or Mosek.