Energy Markets Intern (MISO)

About the role

Voltus represents the “potential of us” to better manage energy through simple, cost- and risk-free demand response programs. Our commercial and industrial customers generate cash by allowing us to maximize the value of their operational flexibility in energy markets. We hire teammates who are bright, gritty, and good, and who have a genuine passion for delivering a cleaner energy future and for doing their best work in a fast-paced, entrepreneurial environment.

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

• A graduate-level candidate pursuing or having recently completed an MBA or a quantitative master’s degree, or bringing equivalent professional experience in trading, risk, or quantitative market analysis
• Proficient in Python, R, or MATLAB, plus SQL, Excel, and modern AI infrastructure and able to build tooling other people can rely on — not just one-off analyses
• Demonstrated interest in capacity markets specifically. You can point to coursework, projects, work, or self-directed learning that shows real engagement with how power and capacity markets actually work, not just general enthusiasm for energy
• Bright, gritty, and good. Intellectually curious, comfortable owning open-ended and ambiguous problems, and able to thrive in a remote, fast-paced environment. A track record of success working remotely is 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

Qualifications

• Graduate-level candidate
• Quantitative background (probability and statistics are second nature, proficient in Python, R, or MATLAB, plus SQL, Excel, and modern AI infrastructure)
• Interest in capacity markets specifically
• Bright, gritty, and good personality traits
• Experience in relevant areas (capacity, resource-adequacy, or ancillary-services markets)