Nodal Exchange, recognized as the leading power futures exchange in North America, is seeking skilled and innovative professionals to join our team. We specialize in derivatives trading, offering comprehensive solutions for price, credit, and liquidity risk management. Our commitment to innovation has established us as a pioneer in the industry, having developed the largest range of environmental and electric power futures and options contracts.

This role is integral to our operations, focusing on the management of pricing strategies and methodologies for a diverse array of power futures contracts. The successful candidate will be expected to work collaboratively in our Tyson's Corner office, contributing to our dynamic team environment.

• Oversee the daily construction of forward curves for a comprehensive suite of power futures contracts.
• Refine pricing methodologies through in-depth analysis of the underlying physical markets.
• Analyze extensive datasets, generate reports for senior management, and develop automation tools to streamline workflows.
• Conduct thorough research and synthesize data from various sources to assess the competitive landscape and aid in the creation of new power contracts and services.
• Formulate and evaluate risk management strategies for client portfolios, including pricing and risk models for existing and emerging power derivative contracts.
• Address inquiries from both internal stakeholders and external parties regarding exchange operations.

The ideal candidate will exhibit a keen attention to detail and the ability to discern broader patterns and business logic, translating these insights into actionable recommendations that support business development and risk management initiatives. A strong analytical mindset and quantitative skills are essential, alongside a robust understanding of power markets, including financial transmission rights (FTR) and power derivatives.

• Bachelor's degree or higher in quantitative finance, economics, statistics, applied mathematics, engineering, or a related field.
• A minimum of 6 years of experience in quantitative analytical roles, preferably within financial services.
• At least 3 years of experience in power markets, including analysis of the power spot market and FTR.
• Exceptional quantitative abilities.
• Proficiency in scripting languages such as Python or R.
• Strong problem-solving skills and effective communication abilities.
• Detail-oriented with a focus on accuracy.

• Degree in Electrical Engineering with a focus on power systems.
• Experience in conducting power flow modeling and power grid analysis.

The salary range for this position is $120,000-$180,000 per year, based on experience and qualifications. Nodal Exchange also offers a comprehensive benefits package for full-time employees, which may include performance bonuses.

Nodal Exchange is committed to fostering a diverse and inclusive workplace. We do not discriminate based on race, color, religion, sex, gender, sexual orientation, gender identity or expression, pregnancy, parental status, marital status, citizenship, national origin, age, disability, genetic information, military status, veteran status, physical or mental health, hairstyle, or any other characteristic protected by law.