$250,000 to $285,000; not specified; competitive e...
Hybrid
Pjm and miso basis trading
Ftr execution (nodal and zonal)
Python, java, r, c++ trading analysis
Trade PJM and MISO basis, lead basis trading strategy development in PJM with a strong focus on interzonal and nodal congestion dynamics
Job Summary
Trade PJM and MISO basis, lead basis trading strategy development in PJM with a strong focus on interzonal and nodal congestion dynamics.
Build and test regression as well as machine learning models to analyze historical PJM basis price movement and combine with fundamental view to form trading strategies.
Perform Value at Risk (VaR) analysis and transact products included on PPL and within predetermined tenor limits.
Matching Summary
Trade PJM and MISO basis, lead basis trading strategy development in PJM with a strong focus on interzonal and nodal congestion dynamics.
Salary
$250,000 to $285,000; Not specified; Competitive employee benefits
Skills & Requirements
Must-have
PJM and MISO basis trading
FTR execution (Nodal and Zonal)
Python, Java, R, C++ trading analysis
Dayzer and SQL data pipeline
Regression and Machine Learning models
PJM congestion analysis
Nice-to-have
Collaborate with analysts and researchers
Mentor junior analysts
High-performance team environment
Key Requirements
Master's degree or foreign equivalent and 1 year of experience
Bachelor's degree and 3 years of experience
Commodities Program Analyst, Trader, Commodities Analyst experience