Power Trading Analytics Quant Modeler
Job Posting for Power Trading Analytics Quant Modeler at Jobs via eFinancialCareers
A major renewable energy company is looking for front office quant talent to work as a manager in their Power Trading business. The position sits in the companies trading arm. They own and operate renewable energy infrastructure, have a large portfolio of 350 projects across the US with :10 GW of gross operating capacity. This position will be a hands-on quantitative model development role but sits on the trade floor and you will work directly with energy traders.
About:
About:
- We're working with a major renewable energy company looking for strong front office quant talent to work as a manager in their Power Trading business. The company has an asset management arm, power generation arm, and a trading arm where this position sits. They own and operate renewable energy infrastructure, have a large portfolio of 350 projects across the US with :10 GW of gross operating capacity. This position will be a hands-on quantitative model development role but sits on the trade floor and you will work directly with energy traders.
- As the company expands their trading business, they need a strong front office quant talent to focus on building quant analytics for traders across CAISO, ERCOT, PJM, and other ISOs. The focus of the role is to build analytic tools and models used by traders and help guide on hedging targets. You will cover Energy Market Strategy , Risk and Quantitative Analysis, and Reporting with senior management.
- Develop gross margin at risk (GMaR) models, guide hedging and risk strategies. (Python, R)
- Create risk limits and maintain metrics for REC prices, congestion, and cross-market correlations.
- Work with the trading team to guide on performance bench marking, establish risk limits
- Create and implement optimization techniques to drive hedging strategy (DART, CRR/FTR/PPA's)
- Develop transmission hedging strategies, gas trading strategies
- Work with senior executives on hedging and risk framework for renewable and conventional assets
- Masters or PhD in Engineering, Math, Econ, or other Quant Discipline
- Experience developing (from scratch) VaR or GMaR models in the energy space - MUST BE in Python or R
- Minimum 5 years' experience working in a quantitative role within the energy industry
- Knowledge of US electricity markets and power systems, direct experience in a minimum of 1 ISO Market
- SQL, data mining experience
- Experience valuing and transacting transmission hedging
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