Comity

Comity

Quantitative Researcher for Congestion Revenue Rights

New York

Sponsorship not specifiedDetected 145 days ago
RailsMachine LearningStatisticsForecastingElectrical EngineeringResearchCollaboration

About the role

  • 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
  • Comity has two core teams: Power Markets and Commercial.

Responsibilities

  • Build a market-leading CRR book leveraging our proprietary technologies

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 are a skilled programmer in Python.

Company info

  • At Comity, we seek to recruit, develop, and retain the most talented people from a diverse candidate pool.

This listing is sourced directly from Comity's careers page and normalized into a canonical job model.