Pricing Manager, Power Markets

We are seeking an experienced Pricing Manager to join our Power Markets, Risk & Strategic Analysis team. In this role, you will lead pricing analytics, forward curve development, and quantitative research supporting one of North America's leading commodity derivatives exchanges. You will combine deep expertise in power markets with advanced analytical and programming skills to enhance pricing methodologies, strengthen risk management capabilities, and support the development of innovative exchange products.

This position offers the opportunity to work at the intersection of electricity markets, quantitative finance, and strategic business analysis while collaborating with senior leadership, customers, and industry stakeholders.

Key Responsibilities

• Lead the daily development, validation, and maintenance of forward pricing curves for a broad portfolio of power futures and options contracts.
• Continuously refine pricing methodologies by incorporating power market fundamentals, market intelligence, and quantitative modeling techniques.
• Strong knowledge in power markets (such as financial transmission rights (FTR), power spot market, and power derivatives market, etc.) is a must
• Design and implement analytical tools that improve pricing accuracy, operational efficiency, and workflow automation.
• Conduct market research using internal data, industry publications, market intelligence, and quantitative models to identify emerging trends and evaluate new product opportunities.
• Support the design, pricing, and risk assessment of existing and new exchange-traded power derivatives.
• Develop and enhance portfolio risk management methodologies and quantitative models used by customers and internal stakeholders.

Qualifications

• Bachelor's degree or higher in Finance, Economics, Statistics, Applied Mathematics, Engineering, Operations Research, or another quantitative discipline.
• Six or more years of experience in quantitative analysis, financial modeling, market analytics, or risk management, preferably within financial services or commodity markets.
• At least three years of direct experience in North American power markets, including areas such as power spot markets, Financial Transmission Rights (FTRs), congestion analysis, or electricity market operations.
• Experience working with power flow models, transmission systems, or grid analytics
• Proficiency in Python or R, with experience developing analytical models, automation scripts, or data processing pipelines.
• Fundamental modelling, transmission modelling, nodal level > zonal