FTR Developer

ABOUT THE ROLE
The FTR Developer will contribute to research, modeling, and system development in nodal independent system operator (ISO) markets. The role focuses on building, maintaining, and improving advanced models that capture renewable generation impacts, grid congestion, and electricity market dynamics to identify trading opportunities.

This position is ideal for someone with strong quantitative, programming, and problem-solving skills who thrives in a dynamic, collaborative environment where their work directly influences commercial outcomes. Attention to detail, model quality, and transparent communication are essential.

RESPONSIBILITIES

• Build and manage models to analyze renewable generation projects, power flows, and electricity price forecasting
• Conduct research and modeling of electricity supply, demand, and congestion fundamentals for daily trading and long-term assessments
• Maintain, execute, and calibrate power flow optimization models
• Collaborate with the team to implement systematic congestion analysis and forward valuation using OPF and nodal simulation tools
• Maintain the Production Cost Model, incorporating market and in-house perspectives
• Develop and maintain codebases for automated reporting, dashboards, and data visualization of risks and opportunities
• Perform quantitative and econometric studies of energy markets, generation, and transmission projects
• Track, analyze, and communicate electricity market fundamentals clearly and efficiently
• Mine and analyze large datasets to identify commercial opportunities

QUALIFICATIONS

• Bachelor’s degree in Mathematics, Economics, or related quantitative discipline
• Minimum of one year of experience in electricity markets in consulting, commercial, engineering, or ISO role
• Proficiency with nodal market simulation or OPF tools such as PowerWorld, PROMOD, UPLAN, GridView, GE MAPS, DAYZER, PLEXOS, or Aurora
• Ability to work effectively in a fast-paced, team-oriented environment and follow projects through to completion
• Strong quantitative and research skills with the ability to test hypotheses and adapt based on incomplete information

PREFERRED QUALIFICATIONS

• Master’s or PhD in Electrical Engineering, Economics, Mathematics, Physics, or other quantitative discipline
• Proficiency in Python, Visual Basic, Matlab, R, SQL, or similar analytical tools
• Advanced skills in simulation, optimization, statistics, and/or options pricing theory
• Experience with machine learning, data science techniques, and regression/classification models
• Familiarity with databases/warehouses such as Snowflake
• Experience with industry data platforms such as YES Energy
• Proficiency with Tableau, Power BI, or other business intelligence tools
• Knowledge of software engineering practices such as unit testing, source control, and code review