Senior Risk & Structuring Analytics for Energy Markets

Clearway Energy; San Diego (CA); Hybrid; USD 140,000 - 178,000; Full time

Job summary

Clearway Energy seeks a Senior Associate in Risk and Structuring Analytics to build advanced quantitative models for BESS valuation, renewables, and gas generation. You will enhance CWENQuant, forecast prices with ML/ DL methods, and produce independent risk analytics informing trading, origination, and asset management.

You will develop rate, volatility, and objectives forecasts, backtest models, and provide clear insights to support commercial decisions in a fast-paced energy market.

Qualifications

• Bachelor’s degree in a related field.
• 3+ years in energy-sector quant/modeling roles.
• Experience with ML/DL modeling.
• Experience with LP/IP optimization tools.
• Strong Python coding skills.

Responsibilities

• Develop optimization models for BESS dispatch optimization and pricing.
• Build and maintain CWENQuant data pipelines and dashboards.
• Design MtM, VaR, PaR frameworks for energy positions.
• Run scenario and stress tests to quantify tail risk.
• Translate market data into actionable trading insights.

Skills

Python

ML/DL models

Optimization models

Power market economics

BESS/renewables knowledge

Data pipelines

Stochastic forecasting

Education

Bachelor's degree in Engineering/Finance/Math/Stats/Economics

Tools

PuLP

Gurobi

CPLEX

scikit-learn

Keras

TensorFlow

Job description

Clearway Energy seeks a Senior Associate in Risk and Structuring Analytics to build advanced quantitative models for BESS valuation, renewables, and gas generation. You will enhance CWENQuant, forecast prices with ML/ DL methods, and produce independent risk analytics informing trading, origination, and asset management.

You will develop rate, volatility, and objectives forecasts, backtest models, and provide clear insights to support commercial decisions in a fast-paced energy market.