Job Details

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.