Quantitative Researcher for Monetization

The Role

We are seeking 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 will:

• 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

Who We Are

Our founders (ex-Apple, Bluevine; ex-Affirm, Square, Google) are Stanford alumni with experience in complex systems, machine learning and structured finance. Our world-class investors, Maverick Ventures and Caffeinated Capital, are aligned to our policy objectives and platform vision. We have hubs in Chicago, New York City, and San Francisco.

Requirements

• Applied stochastic optimization to problems in financial or electrical engineering, operations research, or economics
• Conceptual fluency with probability theory and good taste for shaping and managing distributions
• 5+ years of design, research and development experience in industry
• A deep understanding of the structure of energy or other commodity or financial markets and their dynamics
• Experience and comfort developing and monitoring machine learning models
• Skilled programmer in Python

Qualifications

• Extremely driven — willing and capable to work end-to-end (forecasts, models, optimization, production-quality code) when supporting resources are contended
• Loves winning — prioritizes well, but is not deterred by tedious tasks that drive performance
• Predisposed to collaboration — works in a highly open and discursive environment that rewards the refinement of everyone's ideas and requires genuine curiosity

Benefits

Comity offers a competitive compensation range of $150K - $180K.