Quantitative Structurer, Commercial Analytics

Description

• Automation: Automate pricing and risk measurement processes through the creation of technical infrastructure, working with the Forecasting and Solutions teams (preferably in Python).
• Optimization: Create in-house, proprietary trading and dispatch strategies to deliver insight to the Commercial team to maximize asset value, support transaction structuring, and understand correlations.
• Analysis: Identify value drivers, embedded optionality, and risks of vanilla and exotic power offtake products, with a focus on energy storage.
• Innovation: Research and develop AI/ML solutions to pricing challenges and bring the most up-to-date quantitative techniques to the organization.
• Structuring and Valuation: Establish value-based pricing standards and develop methodologies to support originated transactions, market operations, finance and M&A. Create scenario, stress-test, and backtesting approaches to communicate transaction risk.

Requirements

• Problem-Solving: Adaptable, with the ability to prioritize tasks effectively and approach challenges with a creative, proactive mindset.
• Integrity & Judgment: Strong track record of excellent judgment and integrity in previous roles.
• Confidentiality: Proven ability to handle highly confidential information with utmost discretion.
• Organizational Skills: Exceptional organizational abilities with keen attention to detail. Capable of managing multiple tasks simultaneously in a fast-paced environment and seeing delegated projects through to completion.
• Technical Proficiency: Demonstrated proficiency in the Microsoft Office suite and TEAMS.
• Location & Availability: Preference to be based in Portland, Denver or Los Angeles with periodic travel as needed. Standard 40-hour workweek, additional hours may be required as needed for projects.
• Experience: 5+ years of experience in quantitative finance, with at least 2 in power and natural gas markets.
• HSA/FSA for participating employees
• Technical programming experience (preferably Python) with an expert understanding of AI/ML, data science, and optimization.
• Education: Bachelor’s degree in mathematics, engineering, or other quantitative field, with a master’s or PhD in mathematics, economics, finance, engineering or physics is required.
• Communication Skills: Excellent verbal and written communication skills, and ability to simplify complex topics (value drivers, risks, assumptions, alternatives) to a non-technical audience.
• Experience with DA/RT, spot, and term power and gas products, including futures, options, and exotic structures. Experience with energy storage is preferred.
• Team Orientation: Excellent ability to support and collaborate with immediate and cross-functional team members, contributing to collective success.
• Expert understanding of options theory, real options, hedging strategies, risk measurement, discounted cash flows, and NPV/IRR mechanics.
• Adaptability: Ability to be agile and flexible, readily taking on tasks outside the typical scope of the role as needed.

Benefits

• 401(k) plan with company match and immediate vesting
• Cellphone reimbursement, hybrid work environment, healthy snacks, volunteer opportunities, company outings, and more.
• Generous paid leave
• Employee participation in Long Term Incentive Plan
• GridStor offers an attractive Total Rewards package, including:
• Continuing education and professional development
• Competitive base salaries commensurate with experience with an annual cash bonus (based on Company and individual performance)
• Comprehensive benefits package including medical, dental, vision, life, and disability insurance, including coverage for domestic partners and eligible domestic partner children

Training + Development

Interview process

Visa Sponsorship

Security clearance