Quantitative Researcher for Congestion Revenue Rights

Comity • New York, NY

2d

About The Position

Comity is looking for a Quantitative Researcher for Congestion Revenue Rights to help us design, deploy, and operate autonomous, systematic strategies that realize economic value from congestion auctions, using our future information (forecasts) and energy systems models, under real-world market constraints. You’ll
Build a market-leading CRR book leveraging our 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

• You have 5+ years of experience applying quantitative methods to FTRs, PTP/UTC products, and/or congestion forecasting in ERCOT.
• You have applied stochastic optimization to problems in financial or electrical engineering, operations research, or economics.
• You have conceptual fluency with probability theory and good taste for shaping and managing distributions.
• You have an advanced degree in quantitative finance, computer science, statistics, machine learning, operations research, or a related quantitative field.
• You are experienced and comfortable developing and monitoring machine learning models.
• You are a skilled programmer in Python.
• You are extraordinarily driven — you’re relentless in getting research artifacts into production and willing and capable to work end-to-end (forecasts, models, optimization, production-quality code) when supporting resources are contended.
• You love winning — while you prioritize well, there’s no task too tedious if it drives performance.
• You are predisposed to collaboration — we maintain a highly open and discursive environment which rewards the refinement of everyone’s ideas and requires genuine curiosity.

Responsibilities

• Build a market-leading CRR book leveraging our 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

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level