Quantitative Researcher – Power Markets
📍 New York or Houston | 🌎 Leading Global Hedge Fund
Are you a power markets quant with deep expertise in dispatch modeling? Join a world-class hedge fund where your work will directly shape investment strategies across ERCOT, PJM and other major U.S. ISOs.
What You’ll Do:
- Build, enhance, and run advanced power dispatch models (SCUC/SCED) using Python and commercial solvers.
- Simulate real-world grid conditions and capture marginal pricing dynamics with precision.
- Continuously refine models to reduce forecast error and improve scenario analysis.
- Collaborate with Portfolio Managers and the investment team to turn complex grid simulations into actionable insights.
- Maintain and publish outputs to dashboards, keeping the team ahead of market developments.
What We’re Looking For
- Advanced degree (Master’s/PhD) in Operations Research, Electrical Engineering, Applied Mathematics, or related field.
- Strong knowledge of U.S. power markets: dispatch, grid operations (capacity & ancillary services), LMP pricing.
- Proficiency in Python, SQL, Git; OOP experience a plus.
- Domain expertise in ERCOT, PJM, or CAISO preferred.
Why Join?
- Be part of a high-impact team at a top international hedge fund.
- Work on cutting-edge quantitative models that directly influence investment performance.
- Collaborate with some of the brightest minds in quant finance and energy markets.