Quantitative ResearcherWe are looking for a Quantitative Researcher to join the research group at SESCO. You will join a team that is responsible for the effective creation, implementation, configuration, and maintenance of systems (software and environments) related to quantitative analysis and forecasting in the US Power Markets.
Role ResponsibilitiesAs a Quantitative Researcher, you will:
- Work to solve complex quantitative and technical problems in collaboration with a team of skilled quantitative researchers.
- Work in an iterative and highly dynamic environment that encourages collaboration and continuous improvement.
- Combine software development expertise with mathematical and optimization techniques to develop statistical and simulation-based models for forecasting.
- Create and maintain systems that integrate structured and semi-structured data into robust models used for scenario analysis and probabilistic outcomes.
Our ApproachAt SESCO we embrace a hacker mindset to develop elegant, efficient, and impactful solutions to real-world challenges in energy markets.
- Problem-Solving: We thrive on solving tough problems with creativity and rigor.
- Collaboration: We value a highly collaborative environment that blends diverse expertise.
- Innovation: Electricity markets demand innovative solutions to account for incomplete information and complex dynamics.
Qualifications- PhD in a technical discipline (e.g., Computer Science, Mathematics, Statistics, Physics, Economics, Engineering) or equivalent professional experience with progressive responsibilities.
- Strong foundation in linear algebra, probability, and statistics. A working knowledge of machine learning techniques preferred.
- Expertise in Python and related ecosystem (e.g., NumPy, Pandas, Numba, SciPy, Streamlit, etc.).
- Competency in standard software engineering practices.
- Proven ability to design and implement mathematical models and handle large, complex, and heterogenous datasets.
- Demonstrated success in transforming research into actionable insights and analysis.
- An emphasis on practicality and delivering working and robust systems.
- Understanding of origination, trading exposure, and financial implications and familiarity with power markets preferred but not required.
