Quantitative Researcher Pittsburgh

SESCO Enterprises, LLC.; Pittsburgh (Allegheny County); Hybrid; USD 120,000 - 180,000; Full time

Job summary

SESCO Enterprises, LLC is seeking a Quantitative Researcher to join our research group focused on US power markets. You will develop, implement, and maintain systems for quantitative analysis and forecasting in energy markets.

You will combine software development with mathematical and optimization techniques to build models, work with large datasets, and deliver robust, actionable insights in a collaborative, innovation‑driven environment.

Qualifications

• PhD or equivalent experience in a technical field (CS, Math, Stats, Physics, Economics, Engineering).
• Strong foundation in linear algebra, probability, statistics.
• Working knowledge of machine learning techniques preferred.
• Expertise in Python and related ecosystem (NumPy, Pandas, Numba, SciPy, Streamlit).
• Competency in standard software engineering practices.
• Ability to design and implement mathematical models over large datasets.

Responsibilities

• Solve complex quantitative problems in collaboration with a team of researchers.
• Work in an iterative, highly collaborative environment.
• Develop statistical and simulation models for forecasting.
• Create and maintain data-integrating systems for scenario analysis and probabilistic outcomes.

Skills

Linear algebra

Probability

Statistics

Machine learning

Python

NumPy

Pandas

Software engineering

Mathematical modeling

Data handling

Education

PhD in technical discipline or equivalent experience

Tools

NumPy

Pandas

Numba

SciPy

Streamlit

Job description

SESCO Enterprises, LLC is a proprietary commodities trading firm specializing in U.S. electricity markets. We leverage deep market insights and advanced quantitative analysis to drive results and contribute to the efficiency and reliability of the power grid.

Quantitative Researcher

We are looking for a Quantitative Researcher to join the research group at SESCO. You will join a team that is responsible for the effective creation, implementation, configuration, and maintenance of systems (software and environments) related to quantitative analysis and forecasting in the US Power Markets.

Role Responsibilities

As a Quantitative Researcher, you will:

• Work to solve complex quantitative and technical problems in collaboration with a team of skilled quantitative researchers.
• Work in an iterative and highly dynamic environment that encourages collaboration and continuous improvement.
• Combine software development expertise with mathematical and optimization techniques to develop statistical and simulation-based models for forecasting.
• Create and maintain systems that integrate structured and semi-structured data into robust models used for scenario analysis and probabilistic outcomes.

Our Approach

At SESCO we embrace a hacker mindset to develop elegant, efficient, and impactful solutions to real-world challenges in energy markets.

• Problem-Solving:We thrive on solving tough problems with creativity and rigor.
• Collaboration:We value a highly collaborative environment that blends diverse expertise.
• Innovation:Electricity markets demand innovative solutions to account for incomplete information and complex dynamics.

Qualifications

• PhD in a technical discipline (e.g., Computer Science, Mathematics, Statistics, Physics, Economics, Engineering) or equivalent professional experience with progressive responsibilities.
• Strong foundation in linear algebra, probability, and statistics. A working knowledge of machine learning techniques preferred.
• Expertise in Python and related ecosystem (e.g., NumPy, Pandas, Numba, SciPy, Streamlit, etc.).
• Competency in standard software engineering practices.
• Proven ability to design and implement mathematical models and handle large, complex, and heterogenous datasets.
• Demonstrated success in transforming research into actionable insights and analysis.
• An emphasis on practicality and delivering working and robust systems.
• Understanding of origination, trading exposure, and financial implications and familiarity with power markets preferred but not required.