Energy Engineer
Research InnovationsSalary not specified
Not SpecifiedCompensation
Junior (1 to 2 years), Mid-level (3 to 4 years)Experience Level
Full TimeJob Type
UnknownVisa
Energy, Power MarketsIndustries
Requirements
- Hands-on experience (around 2+ years) in FTR trading, congestion analysis, or comparable power market roles involving ISO/RTO products
- Solid grasp of market design, grid operations, and transmission dynamics across multiple U.S. power markets
- Strong technical toolkit – proficient in Python for research and data engineering, comfortable working in Git-based environments for collaborative development
- Proven record of building, testing, and refining trading strategies through full lifecycle: ideation → modeling → risk assessment → post-trade review
- Adept with statistical reasoning and quantitative methods; uses probability, regression, and optimization techniques to evaluate risk and discover inefficiencies
- Exceptionally detail-oriented and disciplined — able to manage simultaneous workflows and deliver consistent results under time pressure
- Enjoys working with data, exploring new patterns, and maintaining rigorous model validation habits
- Strong communication skills; able to explain technical findings clearly and coordinate with traders, analysts, and technology teams
- Self-driven and intellectually curious — thrives in unstructured environments, quick to learn new tools and adapt to changing market conditions
- Positive teammate who contributes to a collaborative, solution-focused desk culture
Responsibilities
- Actively trading congestion products across several ISO/RTO markets
- Performing market research
- Developing data-driven trading strategies
- Working closely with other traders and analysts to identify opportunities
- Managing risk
- Enhancing existing strategy framework
- Collaborating with different trading groups within the firm
- Analyzing market dynamics
- Refining trade ideas
- Guiding junior members of the desk
Skills
Python
Git
FTR Trading
Congestion Analysis
ISO/RTO Markets
Regression
Optimization
Statistical Reasoning
Quantitative Methods
Risk Assessment
Tanius Technology
Algorithmic trading using machine learning technology
About Tanius 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.
Alamo, TexasHeadquarters
2009Year Founded
VENTURE_UNKNOWNCompany Stage
AI & Machine Learning, Financial ServicesIndustries
11-50Employees
Benefits
Health Insurance
Paid Vacation
Paid Holidays
Performance Bonus
Risks
Intensifying regulatory scrutiny on algorithmic trading practices by 2024.
Volatility in oil futures markets due to geopolitical tensions.
Increased competition from AI-driven trading firms eroding market share.
Differentiation
Leverages machine learning for large-scale algorithmic trading across diverse markets.
Focuses on institutional clients, offering tailored trading strategies and solutions.
Promotes a culture of innovation and adaptability with flexible work options.
Upsides
Increased adoption of alternative data sources offers unique market insights.
Quantum computing enhances speed and accuracy of algorithmic trading.
Explainable AI improves trust and decision-making in trading models.
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