We're a systematic energy trading company trading virtuals and PTPs across the US. We are hiring a mid-level quantitative researcher; the ideal candidate is process oriented and has a team-first approach. You would work closely together with the founders to build out our expansion in the US with focus on PJM. Our team is ex-D.E. Shaw, Optiver, and Stanford. We're bootstrapped, profitable, and growing. Compensation is all-cash and paid from company profits, not venture funding.

What we're looking for:

- 3+ years of experience trading virtuals/PTPs/FTRs on US ISOs (experience with PJM strongly preferred)

- Fluent Python skills (e.g. numpy, matplotlib, pandas, or similar)

- Fluency with statistics (e.g., sampling, biases, t-stats)

- Crisp written communication — we're deep-work focused and async-heavy

Nice to have: experience with LLM-assisted development, experience building quantitative trading algorithms

Hybrid, based in San Francisco or Seattle. Fully remote US-based exceptions can be made if the candidate is a particularly strong/good fit. Candidates are expected to work in person 3 days a week.

Apply: email hiring@amplifyrenewables.com with resume + an (optional) short note on a research project you’ve owned end-to-end; we’re interested in how you generated the idea, tested it, communicated to others, and implemented it. Please mention HN.

Search terms: quantitative trading, energy, power markets, ISO, forecasting, electricity, PJM