Quantitative Researcher for Monetization

Comity • New York, NY

2d

About The Position

Comity is looking for a Quantitative Researcher for Monetization to help us design, deploy, and operate autonomous, systematic strategies that realize economic value from our future information (forecasts) and energy systems models, under real-world market constraints. You’ll
Identify and prioritize market opportunities by expected value and difficulty
Architect autonomous strategies end to end — model, forecasts, market actions
Optimize strategy performance by leveraging metadata to augment bidding decisions
work end-to-end from information development to production-ready code if resources are otherwise occupied

Requirements

• 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 5+ years of design, research and development experience in industry.
• You have a deep understanding of the structure of energy or other commodity or financial markets and their dynamics.
• 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

• Identify and prioritize market opportunities by expected value and difficulty
• Architect autonomous strategies end to end — model, forecasts, market actions
• Optimize strategy performance by leveraging metadata to augment bidding decisions
• 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
• Education Level: No Education Listed