
PhD Position in Algorithmic Energy Trading
- Enschede, Overijssel
- € 2.770 per maand
- Vast
- Voltijds
based on full-time€ 3,059 - € 3,881Deadline30 Sep 2025In recent years, the energy sector has undergone changes that have a high impact on the dynamics in power markets. One of the changes has been the shift towards energy production from intermittent sources, such as wind and solar. As a consequence of this shift, the amounts of energy that are traded at the short-term markets throughout a day are uncertain, as they depend on hardly predictable weather conditions.This uncertainty increases the volatility of short-term energy prices, and thus makes it much more challenging to make economically viable energy trading decisions. One way to respond to this challenge is to leverage assets such as grid-level battery storage, and electrolyzers to have more flexibility when making trading decisions. The challenge then is how to optimally leverage such an asset to make viable trading decisions under high price volatility.This PhD position focuses on designing, developing, and evaluating self-learning energy trading algorithms that are able to cope with these challenges. By leveraging real-time data, developed algorithms continuously adapt to market dynamics and respond to changing market signals with economically viable trading decisions.Within this project, you will have the opportunity to work not only with colleagues at the HBE department of the University of Twente, but also with researchers and energy traders from our industrial partner in the energy sector, including the opportunity for regular visits to our partner's trading floor.Your profileWe look for a highly motivated researcher who is driven by curiosity and has/is:
- Master's degree or equivalent from an EU/US/UK based university, in Operations Research, Computer Science , Mathematics, Industrial Engineering, or related discipline;
- Affinity and/or experience with computer programming, statistical learning, and optimization techniques;
- A good team spirit and feel at home at the intersection of academia and industry;
- Able to do independent research within an ongoing research project;
- Willing to develop skills in coding, writing, and publishing;
- Exhibit a strong passion and possess outstanding skills in algorithmic design;
- Possess good communication skills and an excellent command of English.
- Gross monthly salary of € 2.770 in the first year, increasing each year up to € 3.539 in the fourth year;
- Excellent benefits including a holiday allowance of 8% of the gross annual salary, an end-of-year bonus of 8.3%, and a solid pension scheme;
- 29 holidays per year in case of full-time employment;
- A training programme as part of the Twente Graduate School where you and your supervisors will determine a plan for a suitable education and supervision;
- A green campus with free access to sports facilities and an international scientific community;
- A family-friendly institution that offers parental leave (both paid and unpaid);
- A full status as an employee at the UT, including pension, health care benefits and good secondary conditions are part of our collective labour agreement CAO-NU for Dutch universities.
- A Cover letter (maximum 2 pages A4), emphasizing your specific interest, qualifications, and motivations to apply for this position;
- A Curriculum Vitae, including a list of all courses attended and grades obtained, and, if applicable, a list of publications and references;
- An IELTS-test, Internet TOEFL test (TOEFL-iBT), or a Cambridge CAE-C (CPE). Applicants with a non-Dutch qualification and who have not had secondary and tertiary education in English can only be admitted with an IELTS-test showing a total band score of at least 6.5, internet. TOEFL test (TOEFL-iBT) showing a score of at least 90, or a Cambridge CAE-C (CPE).
Associate ProfessorMeisel, S.M. (Stephan)
Associate ProfessorDo you have questions about this vacancy? Then you can contact Stephan for all substantive questions about this position and the application procedure. For general questions about working for the UT, please refer to the chatbot.