PhD Position in Algorithmic Energy Trading: The University of Twente invites applications for a PhD position focused on designing and developing self-learning energy trading algorithms to address the challenges posed by the increasing volatility in power markets due to the rise of intermittent energy sources.
PhD Position in Algorithmic Energy Trading
Designation
PhD Candidate
Research Area
Algorithmic Energy Trading, Operations Research, Computer Science, Mathematics, Industrial Engineering
Location
University of Twente, Enschede, Netherlands
Eligibility/Qualification
- Master’s degree or equivalent from an EU/US/UK-based university in Operations Research, Computer Science, Mathematics, Industrial Engineering, or related fields.
- Affinity or experience in computer programming, statistical learning, and optimization techniques.
- Strong ability to conduct independent research.
- Excellent communication skills with a good command of English.
- Passion for algorithmic design and teamwork.
Job Description
The PhD candidate will:
- Design, develop, and evaluate energy trading algorithms that adapt to market dynamics using real-time data.
- Collaborate with colleagues at the University and energy traders from industrial partners.
- Participate in regular visits to partner trading floors.
- Engage in an innovative research environment with excellent mentorship and development opportunities.
How to Apply
Interested candidates should submit their application online, including:
- A cover letter (maximum 2 pages A4) detailing specific interests, qualifications, and motivations for applying.
- A CV and any relevant publications.
For additional information, contact Stephan Meisel at s.m.meisel@utwente.nl (do not send applications to this email).
Last Date to Apply
Applications will be reviewed on a rolling basis until the position is filled. Early applications are encouraged, and the vacancy will remain open until September 30, 2025.
