Quantitative Researcher for Congestion Revenue Rights
ComityEnergy Infrastructure company
New York, United StatesSenior
Caffeinated Capital
Maverick Ventures
Data & AI
About the role
TL;DR
Design and deploy autonomous strategies for congestion auctions.
- •Comity is seeking a Quantitative Researcher for Congestion Revenue Rights to design, deploy, and operate autonomous strategies for congestion auctions.
- •Key Responsibilities Build a market-leading CRR book leveraging proprietary technologies Architect autonomous strategies end to end
- •model, forecasts, market actions Work end-to-end from information development to production-ready code if resources are otherwise occupied Requirements 5+ years of experience applying quantitative methods to FTRs, PTP/UTC products, and/or congestion forecasting in ERCOT Applied stochastic optimization to problems in financial or electrical engineering, operations research, or economics Conceptual fluency with probability theory and good taste for shaping and managing distributions Advanced degree in quantitative finance, computer science, statistics, machine learning, operations research, or a related quantitative field Experienced and comfortable developing and monitoring machine learning models Skilled programmer in Python
Required skills
Python
Domain expertise
fintech
Tech stack
Python