GridStor

GridStor is seeking an experienced Quantitative Structurer to join their Analytics, Solutions, Origination, and Market Operations teams. This role will lead the organization’s pricing, structuring, and quantitative workflows, directly impacting the company's commercial activities, market operations, and transactions. The focus is on complex energy storage value drivers and impact opportunities.

Requirements

• 5+ years of experience in quantitative finance, with at least 2 in power and natural gas markets.
• Expert understanding of options theory, real options, hedging strategies, risk measurement, and discounted cash flows.
• Bachelor’s degree in mathematics, engineering, or other quantitative field, with a master’s or PhD in a relevant field.
• Exceptional organizational abilities with keen attention to detail.
• Ability to manage multiple tasks simultaneously and take on delegated projects.
• Proven ability to handle highly confidential information with utmost discretion.
• Strong track record of excellent judgment and integrity.
• Demonstrated proficiency in Microsoft Office and TEAMS.
• Experience with DA/RT, spot, and term power and gas products.
• Technical programming experience with Python
• Excellent verbal and written communication skills.
• Strong problem-solving and communication skills.

Benefits

• Competitive base salaries
• Annual cash bonus
• Employee participation in Long Term Incentive Plan
• Comprehensive benefits package including medical, dental, vision, life, and disability insurance
• HSA/FSA
• Continuing education and professional development
• Cellphone reimbursement
• Hybrid work environment
• Healthy snacks
• Volunteer opportunities
• Company outings