Quantitative Researcher – Power Markets

📍 New York or Houston | 🌎 Leading Global Hedge Fund

Are you an early-career quantitative professional with a passion for power markets, optimization, and energy systems? Join a leading international hedge fund and work alongside experienced researchers and traders to develop models that support investment decisions across ERCOT, PJM, and other major U.S. power markets.

What You’ll Do:

• Assist in building and maintaining power market optimization models (SCUC/SCED) using Python and commercial solvers.
• Analyze grid conditions, generation dispatch, and transmission constraints to better understand market outcomes.
• Support the development of forecasting and scenario analysis tools used by the trading and investment teams.
• Work closely with senior researchers, traders, and portfolio managers to translate quantitative analysis into actionable insights.
• Help automate data pipelines, model workflows, and reporting processes.
• Contribute to dashboards and market intelligence tools used across the business.

What We’re Looking For:

• Bachelor’s, Master’s, or PhD in Operations Research, Electrical Engineering, Applied Mathematics, Computer Science, Economics, or a related quantitative field.
• Strong analytical and problem-solving skills with an interest in energy markets.
• Proficiency in Python; experience with SQL, Git, or optimization tools is beneficail.
• Exposure to power systems, optimization, machine learning, statistics, or energy market analysis through coursework, research, internships, or professional experience.
• Interest in U.S. power markets (ERCOT, PJM, MISO, CAISO, SPP, etc.) is highly desirable but not required

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.
• Strong Career Progression