Senior Strategist, North American Power and Gas
Core
Senior Quantitative Strategist focusing on valuation, structuring, bidding, and risk management of energy transactions, specifically full-requirements and load-following opportunities across US electricity markets.
Role type
Senior IC quantitative strategist (energy trading)
Builds
Pricing and risk frameworks for complex load obligations
Domain
Energy trading (US power and natural gas)
Deliverable
production ML models
Required skills
US wholesale power markets expertise, quantitative modeling, Python, statistics, probability, optimization, time-series analysis, Monte Carlo simulation
Preferred skills
Experience with load auctions, full-requirements contracts, load-following portfolios
Technologies
Python
Responsibilities
Develop quantitative models for load auctions and load-following products; Value complex load obligations by modeling demand, weather sensitivity, and embedded risks; Produce bid recommendations and scenario analyses; Design hedge strategies across power, gas, and capacity products; Translate market views into executable bidding strategies; Develop tools for portfolio valuation and stress testing; Research structural changes in power markets; Improve market data and analytical infrastructure
Seniority
Senior, hands-on IC