Quantitative Researcher

Storm4; United States; On-site; USD 100,000 - 130,000; Full time

Benefits offered by this job

High-impact team

Cutting-edge models

Collaboration with experts

Job summary

A leading hedge fund in the United States is seeking a power markets quant to develop and refine advanced power dispatch models. The ideal candidate will have over 5 years of experience in dispatch modeling, excellent knowledge of U.S. power markets, and strong programming skills in Python and SQL. Join a high-impact team that influences investment strategies and collaborates with top minds in quant finance. This full-time role is mid-senior level and offers exciting challenges in a dynamic environment.

Qualifications

• 5+ years of hands‑on experience with dispatch models.
• Strong knowledge of U.S. power markets and grid operations.
• Domain expertise in ERCOT, PJM, or CAISO preferred.

Responsibilities

• Build and run power dispatch models using Python.
• Simulate grid conditions and capture pricing dynamics.
• Collaborate to turn simulations into actionable insights.

Skills

Python

SQL

Git

Dispatch modeling

Quantitative analysis

Education

Master’s or PhD in Operations Research, Electrical Engineering, Applied Mathematics

Tools

Gurobi

CPLEX

Job description

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 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:

• 5+ years of hands‑on experience building dispatch models with solvers like Gurobi or CPLEX.
• 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

• Mid‑Senior level

Employment type

• Full‑time

Job function

• Engineering, Strategy/Planning, and Analyst

Industries

• Financial Services, Electric Power Transmission, Control, and Distribution, and Services for Renewable Energy