Quantitative Researcher – Power Markets 📍 New York or Houston | 🌎 Leading Global Hedge Fund Are you an early-career quantitative professional with a passion for power markets, optimization, and energy systems? Join a leading international hedge fund and work alongside experienced researchers and traders to develop models that support investment decisions across ERCOT, PJM, and other major U.S. power markets. What You’ll Do: • Assist in building and maintaining power market optimization models (SCUC/SCED) using Python and commercial solvers. • Analyze grid conditions, generation dispatch, and transmission constraints to better understand market outcomes. • Support the development of forecasting and scenario analysis tools used by the trading and investment teams. • Work closely with senior researchers, traders, and portfolio managers to translate quantitative analysis into actionable insights. • Help automate data pipelines, model workflows, and reporting processes. • Contribute to dashboards and market intelligence tools used across the business. What We’re Looking For: • Bachelor’s, Master’s, or PhD in Operations Research, Electrical Engineering, Applied Mathematics, Computer Science, Economics, or a related quantitative field. • Strong analytical and problem-solving skills with an interest in energy markets. • Proficiency in Python; experience with SQL, Git, or optimization tools is beneficail. • Exposure to power systems, optimization, machine learning, statistics, or energy market analysis through coursework, research, internships, or professional experience. • Interest in U.S. power markets (ERCOT, PJM, MISO, CAISO, SPP, etc.) is highly desirable but not required Why Join? • Be part of a high-impact team at a top international hedge fund. • Work on cutting-edge quantitative models that directly influence investment performance. • Collaborate with some of the brightest minds in quant finance and energy markets. • Strong Career Progression