Senior Quantitative Analyst, Energy Risk & Structuring

Clearway Energy Group; San Francisco (CA); Presencial; USD 140.000 - 178.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Generous PTO

Comprehensive medical/dental/vision

Descripción de la vacante

Clearway Energy Group seeks a Senior Associate of Risk and Structuring Analytics to develop complex quantitative models for BESS valuation, structured products pricing, and power market analysis. You’ll build CWENQuant, deploy optimization and forecasting models, and run independent risk analytics including MtM, VaR, and PaR across multiple portfolios.

Ideal candidates have strong Python skills, ML/DL experience, and a deep understanding of ISO markets and HRCO/toll dynamics.

Formación

• Bachelor’s degree in Engineering, Finance, Mathematics, Statistics, Economics, or related field.
• 3+ years of quantitative or modeling experience in energy trading, utilities, or BESS.
• Experience with ML/DL models using scikit-learn, Keras, or TensorFlow.
• Proficiency in Python for modeling and data analysis.
• Knowledge of BESS, renewables, gas assets, HRCO, toll modeling.
• Strong understanding of power market economics and ISO markets.

Responsabilidades

• Develop production optimization models for BESS dispatch, renewables, gas generation, and data center projects.
• Build stochastic/ML forecasting models for price, load, and renewables using fundamental drivers.
• Maintain gas dispatch, HRCO, toll pricing models; conduct MtM, VaR, PaR analyses.
• Develop CWENQuant and data pipelines; create automated workflows and dashboards.
• Quantify hedge effectiveness and risk across structured transactions; support due diligence and credit analytics.

Conocimientos

Python

ML/DL modeling

Optimization

Quantitative analysis

Power market knowledge

Data pipelines

risk analytics

Stochastic forecasting

Educación

Bachelor’s degree in Engineering/Finance/Math/Statistics/Economics

Herramientas

PuLP

Gurobi/CPLEX

Descripción del empleo

Clearway Energy Group seeks a Senior Associate of Risk and Structuring Analytics to develop complex quantitative models for BESS valuation, structured products pricing, and power market analysis. You’ll build CWENQuant, deploy optimization and forecasting models, and run independent risk analytics including MtM, VaR, and PaR across multiple portfolios.

Ideal candidates have strong Python skills, ML/DL experience, and a deep understanding of ISO markets and HRCO/toll dynamics.