2h ago

Quant Researcher, Power Dispatch Modeling

Stamford/New York
full-timeseniorInvestment Management

Tech Stack

Description

You will build, run, and maintain power dispatch models for ERCOT and other US ISOs to simulate grid conditions and marginal pricing, collaborating with a Portfolio Manager to refine model inputs and architecture. Your work will directly inform investment decisions by accurately replicating historical conditions and analyzing forward scenarios.

Requirements

  • Master or PhD in operations research, electrical engineering, applied mathematics, or related field
  • 5+ years direct experience building power dispatch models (SCUC/SCED) with optimization solvers (Gurobi, CPLEX, etc.)
  • Knowledge of power plant dispatch, grid operations, and LMP pricing in US markets
  • Proficiency in Python and Git; OOP language a strong plus
  • Domain knowledge in ERCOT, PJM, or CAISO preferred

Responsibilities

  • Build and maintain power dispatch model using Python and commercial solver
  • Optimize model inputs and architecture with PM
  • Ensure model replicates grid operations from historical conditions
  • Run model regularly and maintain outputs in internal database
  • Communicate results and limitations to investment team
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