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VoltusVoltusUnited States

Energy Markets Intern

Intern on the Energy Markets team building quantitative risk models, Monte Carlo simulations, and automated tooling to price and risk-weight capacity positions in wholesale energy markets. Requires graduate-level quantitative background, strong programming skills, and demonstrated interest in capacity markets.

42k – 62k/yr
RemoteEntry levelData Science

About the role

What You'll Do

  • Build scalable quantitative risk models and automated tooling to price and risk-weight capacity positions across auction-based and bilateral markets.
  • Develop Monte Carlo, scenario, and stress-testing analyses that weight the full range of possible market outcomes and quantify upsides and downsides in uncertain scenarios.
  • Research the long-term supply and demand drivers of capacity value in the markets we serve, including generation retirements and additions, load growth and data-center demand, virtual power plants, and evolving accreditation methodologies — and translate them into model inputs.
  • Value and recommend risk-management strategies, including derivatives (for example, Black-Scholes-based valuation), hedging structures, and the option value of various market positions.
  • Replace multi-source manual research with a data model that refreshes on the latest available data automatically.

What We're Looking For

  • Graduate-level candidate pursuing or recently completed an MBA or quantitative master’s degree, or equivalent professional experience in trading, risk, or quantitative market analysis.
  • Demonstrably quantitative with probability and statistics second nature; comfortable with probabilistic and statistical modeling, derivatives valuation, and core financial-risk concepts.
  • Strong programmer proficient in Python, R, or MATLAB, plus SQL, Excel, and modern AI infrastructure; able to build tooling others can rely on.
  • Demonstrated interest in capacity markets specifically, with coursework, projects, work, or self-directed learning on power and capacity markets.
  • Bright, gritty, and good: intellectually curious, comfortable owning open-ended and ambiguous problems, able to thrive in a remote, fast-paced environment. Track record of success working remotely strongly preferred.

Bonus Points

  • Hands-on exposure to capacity, resource-adequacy, or ancillary-services markets in any ISO/RTO, demand response, or wholesale power trading.
  • Experience turning analysis into durable tools, dashboards, or data pipelines.
  • Familiarity with derivatives pricing and hedging in a commodity context.

Skills

PythonRMATLABSQLExcelmonte carloderivatives valuationrisk modelingcapacity marketsprobabilistic modelingAI Infrastructure

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