Quant Researcher, Power Dispatch Modeling

The Quant Researcher will report to a Stamford based Portfolio Manager and will focus on:

• Building, running, and maintaining power dispatch model for ERCOT and other major US ISOs

• Driving the model’s inputs and architecture to efficiently simulate power grid conditions and marginal pricing

• Continuously testing and improving the model, ensuring it accurately replicates historical conditions and effectively analyzes forward scenarios

• Communicating the model’s results and limitations to the wider investment team

Responsibilities:

• Formulate and build a power dispatch model using Python and a commercial solver

• Collaborate with the PM to optimize model inputs and architecture

• Ensure the model replicates grid operations from historical conditions

• Suggest model improvements to decrease forecast error and improve scenario handling

• Regularly run the model and maintain up-to-date outputs in an internal database

• Communicate results and limitations to the wider investment team, including publishing results to team dashboards

Requirements:

• Master or PhD in operations research, electrical engineering, applied mathematics, or a related quantitative field

• 5+ years of direct experience building power dispatch models (SCUC/SCED) using optimization solvers (Gurobi, CPLEX, etc.)