Quantitative Researcher for Monetization

The Role Comity is looking for a Quantitative Researcher for Monetization to help us design, deploy, and operate autonomous, systematic strategies that realize economic value from our future information (forecasts) and energy systems models, under real-world market constraints. You’ll Identify and prioritize market opportunities by expected value and difficulty Architect autonomous strategies end to end - model, forecasts, market actions Optimize strategy performance by leveraging metadata to augment bidding decisions work end-to-end from information development to production-ready code if resources are otherwise occupied We’re excited about you because: You have applied stochastic optimization to problems in financial or electrical engineering, operations research, or economics. You have conceptual fluency with probability theory and good taste for shaping and managing distributions. You have 5+ years of design, research and development experience in industry. You have a deep understanding of the structure of energy or other commodity or financial markets and their dynamics. You are experienced and comfortable developing and monitoring machine learning models. You are a skilled programmer in Python. More importantly You are extraordinarily driven - you’re relentless in getting research artifacts into production and willing and capable to work end-to-end (forecasts, models, optimization, production-quality code) when supporting resources are contended. You love winning - while you prioritize well, there’s no task too tedious if it drives performance. You are predisposed to collaboration - we maintain a highly open and discursive environment which rewards the refinement of everyone’s ideas and requires genuine curiosity. Location We have hubs in New York, Chicago, and San Francisco. At Comity, we seek to recruit, develop, and retain the most talented people from a diverse candidate pool. Our priority is to ensure that all applicants are provided with fair and equal access to employment opportunities. Recruiting and hiring decisions are made without regard to race, color, religion, sex, national origin, age, disability, or any other class protected by law. #J-18808-Ljbffr Comity