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📍 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.
Seniority level
Associate
Employment type
Full-time
Job function
Research, Analyst, and Finance
Industries
Oil and Gas, Financial Services, and Market Research
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