Quantitative Analyst

What you'll do

• Improve price distributions by modeling grid congestion effects.
• Build a PJM price model to support risk tracking and hedging decisions.
• Develop a PJM hedging strategy using the models built.

What they ask for

• Knowledge of wholesale energy markets, including operations, real-time arbitrage, ancillary services, capacity, unit commitment, economic dispatch, and production cost modeling.
• Ability to build models independently using Python or another language and retrieve data with SQL.
• Understanding of statistical and machine-learning concepts, including model evaluation, bias-variance tradeoff, and loss functions; deep familiarity with at least one statistical subfield.
• Experience deploying and maintaining versioned production models and scaling training beyond a single machine; proficiency with Python, pandas, and visualization libraries.

Tools

Python, SQL, pandas