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An energy trading & marketing firm is searching for an experienced Quantitative Trading Strategist within its power/FTR trading team. The team trades in the nodal and ICE/OTC power markets across PJM, MISO, ERCOT and SPP. The primary purpose of this position is to use financial engineering techniques with their existing fundamental analytics to drive trading strategy and commercial decisions. Key responsibilities are to identify trade signals in the fundamental and historical power data (price patterns, generation, congestion, load) using statistical analysis (time series, regression and machine learning techniques) and portfolio construction and optimization skills.
Educational and professional requirements include an advanced degree (Masters or PhD) in a quantitative field (financial engineering, math, statistics, etc.); and 2+ years of front-office quantitative experience in a trading environment (financial or energy markets) with a focus on working with Big Data and trading signal generation. Submit resumes to firstname.lastname@example.org.