Quantitative Analyst jobs in United States
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Habitat Energy · 1 day ago

Quantitative Analyst

Habitat Energy is a fast growing technology company focussed on the physical and financial optimisation of energy storage and renewable generation assets globally. The Quantitative Analyst will build and maintain pricing models for valuing structured products, hedges, assets, and portfolio management for liquid futures markets, binary options, and ISO traded products.

Energy

Responsibilities

Design and maintain Monte Carlo and scenario-based simulation engines for DA/RT prices, ancillary services, and battery cycles
Build and maintain pricing models for structured products, bespoke energy derivatives (e.g., shape hedges, collars), and asset valuation
Calibrate models to market data (futures, options, swaps) across all tenors and seasonalities
Collaborate with Origination to translate complex term sheets into model inputs, stress-testing payoffs under various forward-curve and volatility regimes
Build quantitative models to manage risk across a diverse book, including Point-to-Point, DART, Exchange trading, and exotic derivatives
Develop systematic signals for trading ERCOT futures and managing the term structure of the portfolio
Compute and manage aggregate exposures (VaR, ES, and Greeks) for a combined book of structured contracts and liquid instruments

Qualification

Pricing modelsMonte Carlo simulationQuantitative financeSQLPythonEnergy tradingProblem-solvingCommunication skillsAttention to detail

Required

Bachelor's degree required in Electrical Engineering, Power Systems, Quantitative Finance or a related field
3+ years pricing structured products or derivatives in energy or financial markets
Familiarity with Financial Derivatives, Options Greeks, Market Making & Market Microstructure
Solid understanding of ERCOT forwards, and option markets
2+ years of related power systems, electric market design, or energy trading experience
Knowledge of market fundamentals within ERCOT
Understanding of transmission systems, power flow, congestion, and curtailment
Fundamental knowledge of how solar, wind, and battery storage assets operate within the various energy markets
Working knowledge of SQL and Python
Knowledge of ISO and RTO wholesale market operations and applicable state regulations
Working knowledge of the various forms of capacity and ancillary services markets
Proven problem-solving and negotiation skills
Strong verbal and written communication skills and a high level of attention to detail
Ability to exercise discretion and independent judgment

Preferred

Experience managing energy storage resources
Experience structuring products related to carbon offset, long-term financing of renewables or energy storage assets
Experience and confidence presenting to clients, board members and prospective clients
Experience working with SQL

Benefits

Flexible working arrangements
Personal development opportunities

Company

Habitat Energy

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Habitat Energy offers trading and optimization solutions for grid-scale energy storage and other flexible energy assets.

Funding

Current Stage
Early Stage
Total Funding
unknown
2021-11-30Acquired

Leadership Team

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Andrew Luers
Co-Founder, CEO
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Phil Robinson
Co-Founder
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Company data provided by crunchbase