Description
market analysis
tool development
data modeling
risk management
asset valuation
trade execution
The role involves actively managing positions across a portfolio of solar, wind and battery assets, optimizing and hedging risks such as intermittency, congestion and DART spreads. The ideal candidate possesses deep knowledge of fragmented U.S. power markets, trading products, analytical and programming capabilities, and structuring expertise.
The successful candidate will interact closely with operational teams, provide asset valuation support for acquisitions and development, and present hedge strategies to executive committees and cross‑functional groups.
- Perform market analysis to identify short‑ and long‑term trading opportunities in power, FTRs, emissions, RECs, natural gas, and power basis.
- Negotiate and execute bilateral agreements to hedge positions, including busbar deals, basis lock‑ups and RFP submissions.
- Conduct industry fundamental analysis to evaluate market dynamics and assess trade and hedge positions.
- Co‑develop tools and integrated systems such as stack models, bidding tools, and dashboards to support trading.
- Monitor market, industry, product and pricing trends.
- Assist in structuring and negotiating documentation for trade execution.
- Provide asset valuation support for acquisitions and development projects.
- Collaborate with operational teams to integrate real‑time asset insights into market‑based operational decisions.
- Present hedge strategies and results to executive committees and cross‑functional groups.
- Develop power generation hedging strategies across regions to maximize profitability and reduce margin volatility.
- Focus hedging on gross margin value streams including power, ancillaries, and capacity.
- Formulate risk management and trading strategies aligned with strategic objectives and risk controls.
- Apply statistical and econometric analysis to raw power and gas data to generate predictive insights.
Requirements
bachelor’s
5+ years
python
sql
excel
trade capture
Candidates must hold a bachelor’s degree, have at least five years of trading, structuring or analytical support experience in the power industry, and demonstrate strong modeling, fundamental research and programming skills. Excellent written and oral communication, the ability to manage multiple projects independently, and working knowledge of trade capture and programming systems are also required.
Preferred qualifications include deep experience in one or more U.S. energy markets, familiarity with wind or solar intermittency, solid risk‑management knowledge, and proficiency with large data sets using Excel, Python and SQL.
- Bachelor’s degree.
- Minimum five years of trading, structuring, or analytical support experience in the power industry.
- Strong analytic, modeling, and fundamental research skills with proficiency in programming languages (code writing, reading, editing).
- Working knowledge of trade capture and programming systems.
- Excellent written and oral communication abilities.
- Ability to manage multiple projects independently with strong follow‑through.
- Deep experience in one or more U.S. energy markets (preferred).
- Experience with intermittency resources such as wind or solar farms (preferred).
- Good understanding of risk management metrics and thresholds (preferred).
- Proficiency handling complex data sets using Excel, Python; SQL query experience a plus (preferred).
Benefits
Compensation for this position is a salary range of $170,000–$190,000, intended for work performed in New York City, with the possibility of variation.
Training + Development
Information not given or found
