Point72 / Cubist
Quant Researcher, Power Dispatch Modeling
Stamford/New York +1 · Full-time · Posted May 19, 2025
- Location
- Stamford/New York
Stamford, Connecticut, United States - Experience
- 5+ years of direct power dispatch modeling experience.
- Education
- Master’s or PhD in operations research, electrical engineering, applied mathematics, or a related quantitative field.
About the job
Build, operate, and improve power dispatch models for ERCOT and other U.S. ISOs to simulate grid conditions, forecast marginal prices, and support investment decisions.
What you'll do
- Build and maintain a power dispatch model using Python and a commercial solver; update its inputs and architecture with the Portfolio Manager.
- Validate historical grid-operation replication and improve forecast accuracy and forward-scenario analysis.
- Run the model, maintain outputs in an internal database, and communicate results and limitations through team dashboards.
What they ask for
- Master’s or PhD in operations research, electrical engineering, applied mathematics, or a related quantitative field.
- 5+ years of direct experience building SCUC/SCED power dispatch models with optimization solvers.
- Knowledge of power plant dispatch, U.S. grid operations (including capacity and AS obligations), and LMP pricing.
- Experience with SQL and timeseries databases; proficiency in Python and Git.
Nice to have
- Domain knowledge in ERCOT, PJM, or CAISO.
- Experience with an OOP language.
Tools
Python, Gurobi, CPLEX, SQL, timeseries databases, Git
Model-written summary · the original posting is authoritative