One of the leading Energy Trading and Asset Optimization firms in the Northeast is seeking to bring on a Sr. Quantitative Analyst to sit within their Analytics team in their downtown Boston office.
This individual will be tasked will building pricing and risk models as it related to the firms trading strategies covering Power and Natural Gas products. This candidate will play a pivotal role in shaping new demand forecasting abilities in all North American Power Markets.
The ideal hire must have at least 3 years of experience in a Quantitative Risk function covering North American Power and Gas products, and excellent quantitative modeling ability in Python, R, and SQL. Candidates that can demonstrate demand forecasting for electricity markets with a Master's degree are preferred.
Responsibilities:
- Build and Maintain Quantitative Models for Pricing and Risk Management for Power and Natural Gas products, FTRs, Battery Storage, Load Positions, etc.
- Create new demand forecasting models for Power and Gas
- Work closely with IT, Trading, and other business lines to ensure proper implantation of Models and Risk management practices
- Assist in Daily PnL reporting and risk calculation
Qualifications:
- 3+ Years of Experience in Quantitative Function covering North American Power and Gas
- Demonstrated knowledge of North American Power Markets (PJM, ERCOT, CAISO, NYISO, MISO, etc.)
- Excellent quantitative modelling ability in Python, R, and SQL
- Master's degree in Quantitative Finance, Math, Physics, or similar field
- Ability to communicate with FO personnel
