Energy Trader - Portfolio Management Group
What we are looking for
The Energy Trader role will be a part of the Equilibrium Portfolio Management group, working as part of a collaborative team of quantitative researchers, software engineers and traders developing proprietary virtual, PTP and FTR strategies across multiple ISOs while supporting fundamental based forecasting efforts.
What you will do
Develop and execute Virtuals and FTR trading strategies across one or multiple ISO/RTO markets (ERCOT, PJM, MISO, SPP, CAISO)
Conduct fundamental market analysis, leveraging power flow models such as PowerWorld and Dayzer, or similar to identify congestion patterns and trading opportunities.
Work closely with quants and engineers to integrate fundamental modeling forecasts and insights into existing and new strategies
Analyze nodal price formation, transmission constraints, and generation dispatch to optimize trading positions.
Maintain an in-depth understanding of ISO rules, policy changes, regulatory impacts on trading strategies and act as a subject matter expert on short term and congestion trading approaches.
Collaborate with risk management and portfolio management teams.
Contribute to the continuous improvement of trading models, automation tools, and market data pipelines.
The minimum qualifications you’ll need
Bachelor's or advanced degree in Engineering, Mathematics, Economics, Computer Science, or a related field, masters preferred.
Proven experience in trading or supporting a trading desk, with a focus on Virtuals, PTP and FTRs.
Strong expertise in fundamental grid modeling and power flow analysis, using tools such as PowerWorld, Dayzer, or similar
Deep knowledge of ISO market structures, bidding strategies, and congestion modeling in any of ERCOT, PJM, MISO, and SPP.
Strong proficiency in Python, with experience in data analysis, automation, and model development for trading strategies.
Ability to interpret market data and transmission constraints to drive trading decisions.
Strong collaboration skills with quantitative researchers and software engineers to refine and scale trading models.
Experience with SQL, R, and other analytics/data tools a plus
Energy Trader - Portfolio Management Group
What we are looking for
The Energy Trader role will be a part of the Equilibrium Portfolio Management group, working as part of a collaborative team of quantitative researchers, software engineers and traders developing proprietary virtual, PTP and FTR strategies across multiple ISOs while supporting fundamental based forecasting efforts.
What you will do
Develop and execute Virtuals and FTR trading strategies across one or multiple ISO/RTO markets (ERCOT, PJM, MISO, SPP, CAISO)
Conduct fundamental market analysis, leveraging power flow models such as PowerWorld and Dayzer, or similar to identify congestion patterns and trading opportunities.
Work closely with quants and engineers to integrate fundamental modeling forecasts and insights into existing and new strategies
Analyze nodal price formation, transmission constraints, and generation dispatch to optimize trading positions.
Maintain an in-depth understanding of ISO rules, policy changes, regulatory impacts on trading strategies and act as a subject matter expert on short term and congestion trading approaches.
Collaborate with risk management and portfolio management teams.
Contribute to the continuous improvement of trading models, automation tools, and market data pipelines.
The minimum qualifications you’ll need
Bachelor's or advanced degree in Engineering, Mathematics, Economics, Computer Science, or a related field, masters preferred.
Proven experience in trading or supporting a trading desk, with a focus on Virtuals, PTP and FTRs.
Strong expertise in fundamental grid modeling and power flow analysis, using tools such as PowerWorld, Dayzer, or similar
Deep knowledge of ISO market structures, bidding strategies, and congestion modeling in any of ERCOT, PJM, MISO, and SPP.
Strong proficiency in Python, with experience in data analysis, automation, and model development for trading strategies.
Ability to interpret market data and transmission constraints to drive trading decisions.
Strong collaboration skills with quantitative researchers and software engineers to refine and scale trading models.
Experience with SQL, R, and other analytics/data tools a plus