Key technologies and capabilities for this role
Common questions about this position
The role requires hands-on experience of around 2+ years in FTR trading, congestion analysis, or comparable power market roles involving ISO/RTO products, along with a solid grasp of market design, grid operations, and transmission dynamics across multiple U.S. power markets.
Candidates need proficiency in Python for research and data engineering, comfort working in Git-based environments, and skills in statistical reasoning with quantitative methods like probability, regression, and optimization.
The position is based in California/Bay Area, joining the expanding power markets team there.
The culture values humble, sharp, and collaborative people who innovate constantly through new analytical methods, trading ideas, or technology improvements, with a collaborative, solution-focused desk culture.
Strong candidates combine deep knowledge of FTR and congestion markets with curiosity, a hands-on mindset, proven record of building and refining trading strategies, strong communication skills, and the ability to thrive in unstructured environments.
Algorithmic trading using machine learning technology
Tanius Technology engages in proprietary trading by using machine learning to perform algorithmic trading across various financial markets, including fixed income, oil futures, precious metals, and equity indexes. The company's algorithms analyze market data to identify and exploit inefficiencies, allowing them to execute large-scale trades that generate profits. Unlike many competitors, Tanius Technology focuses on developing advanced trading strategies and technologies specifically tailored for institutional clients, ensuring a high level of expertise and service. The goal of Tanius Technology is to continuously innovate and adapt in the fast-paced financial markets, fostering a collaborative environment where employees can create and refine trading solutions.