Quantitative Researcher

Quantitative Researcher – Power Markets

📍 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.