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Head of Short-Term Renewable Power Asset Trading Optimization
Job Description
Our client is a Chicago-based renewable energy supply and trading platform that operates a multi-gigawatt portfolio of wind, solar, and battery storage assets across major U.S. power markets.
They are seeking a Head of Short-Term Renewable Power Asset Trading Optimization to lead a high-performing quantitative trading team with full commercial accountability for maximizing asset value across short-term U.S. power markets. Reporting to the Chief Commercial Officer, this senior leadership role carries direct influence over portfolio performance, trading strategy, and optimization capabilities.
Key Responsibilities
-Lead and scale an established team of Power Traders for a multi-gigawatt renewable energy generation portfolio of wind, solar, and battery storage assets
-Reinforce a culture of ownership, accountability, and rigorous risk management
-Demonstrate an entrepreneurial, value-creation mindset grounded in strong governance
-Design and execute the firm’s strategic commercial optimization framework for renewable and storage assets, ensuring consistent execution across markets, products, and asset types
-Full commercial accountability for short-term portfolio performance across major U.S. ISOs with a focus on ERCOT
-Leading short-term asset dispatch through quantitative day-ahead and real-time bidding strategies
-Identifying new market opportunities and evolving regulatory impacts
-Managing portfolio exposures across power, ancillary services, heat rate optionality, natural gas, time spreads, and structured products
-Drive the next phase of digital and quantitative transformation in short-term trading analytics for data-driven analysis and scalable trading decisions: battery dispatch optimization, AI-enabled or quantitative algorithmic bidding approaches, and portfolio-level performance monitoring, forecasting, and optimization automation
-Act as the firm’s internal authority on short-term U.S. power market structure and price formation. Partner with the broader commercial organization
Educational and Professional Qualifications
-Advanced degree in a quantitative discipline strongly preferred
-Track record of building and leading high-performing power trading teams across locations
-Entrepreneurial leadership style with the ability to set strategic direction while maintaining disciplined governance
-Minimum 10+ years of experience in thermal or renewable power trading, short-term asset dispatch, and optimization, with a proven P&L track record
-Significant experience and knowledge of U.S. ISO markets (CAISO, ERCOT, MISO, ISO-NE, NYISO, PJM, or SPP) and power price formation
-Proven ability to generate sustained, risk-adjusted returns in complex and evolving market environments
-Advanced quantitative capability with strong programming proficiency (Python or R, SQL) and experience working with large-scale market data and trading infrastructure
-Deep expertise in asset trading, renewable intermittency and battery storage dispatch, power market structures (e.g., day-ahead, real-time markets), algorithmic trading and automated bidding systems
Additional Information
-Base Salary range: $240k-$300k
-Final base salary will depend on experience, skills, education, and market factors
-Eligibility for a discretionary (not guaranteed), performance-based annual bonus
They are seeking a Head of Short-Term Renewable Power Asset Trading Optimization to lead a high-performing quantitative trading team with full commercial accountability for maximizing asset value across short-term U.S. power markets. Reporting to the Chief Commercial Officer, this senior leadership role carries direct influence over portfolio performance, trading strategy, and optimization capabilities.
Key Responsibilities
-Lead and scale an established team of Power Traders for a multi-gigawatt renewable energy generation portfolio of wind, solar, and battery storage assets
-Reinforce a culture of ownership, accountability, and rigorous risk management
-Demonstrate an entrepreneurial, value-creation mindset grounded in strong governance
-Design and execute the firm’s strategic commercial optimization framework for renewable and storage assets, ensuring consistent execution across markets, products, and asset types
-Full commercial accountability for short-term portfolio performance across major U.S. ISOs with a focus on ERCOT
-Leading short-term asset dispatch through quantitative day-ahead and real-time bidding strategies
-Identifying new market opportunities and evolving regulatory impacts
-Managing portfolio exposures across power, ancillary services, heat rate optionality, natural gas, time spreads, and structured products
-Drive the next phase of digital and quantitative transformation in short-term trading analytics for data-driven analysis and scalable trading decisions: battery dispatch optimization, AI-enabled or quantitative algorithmic bidding approaches, and portfolio-level performance monitoring, forecasting, and optimization automation
-Act as the firm’s internal authority on short-term U.S. power market structure and price formation. Partner with the broader commercial organization
Educational and Professional Qualifications
-Advanced degree in a quantitative discipline strongly preferred
-Track record of building and leading high-performing power trading teams across locations
-Entrepreneurial leadership style with the ability to set strategic direction while maintaining disciplined governance
-Minimum 10+ years of experience in thermal or renewable power trading, short-term asset dispatch, and optimization, with a proven P&L track record
-Significant experience and knowledge of U.S. ISO markets (CAISO, ERCOT, MISO, ISO-NE, NYISO, PJM, or SPP) and power price formation
-Proven ability to generate sustained, risk-adjusted returns in complex and evolving market environments
-Advanced quantitative capability with strong programming proficiency (Python or R, SQL) and experience working with large-scale market data and trading infrastructure
-Deep expertise in asset trading, renewable intermittency and battery storage dispatch, power market structures (e.g., day-ahead, real-time markets), algorithmic trading and automated bidding systems
Additional Information
-Base Salary range: $240k-$300k
-Final base salary will depend on experience, skills, education, and market factors
-Eligibility for a discretionary (not guaranteed), performance-based annual bonus
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