Senior Power Trader

Title: Senior Power Trader - PJM

Location: United States

Department: Commercial

Habitat Energy is a fast growing technology company focussed on the physical and financial optimisation of energy storage and renewable generation assets globally through complex models and trading. By maximising the returns from these assets we aim to drive investment in renewable energy and accelerate the transition to a low carbon world. Our rapidly growing team of 130+ people in Austin, TX, Oxford, UK, and Melbourne, Australia brings together exceptionally talented and passionate people in the domains of energy trading, data science, software engineering and renewable energy management.

We are seeking a highly experienced, commercially driven Senior Power Trader to lead the build-out of our proprietary trading activity in the PJM market, with a focus on virtual strategies.

In this role, you will be responsible for owning PJM market entry, strategy development, and PnL generation, while establishing the foundational frameworks required to scale a systematic and repeatable trading operation. You will operate at the intersection of discretionary trading and quantitative strategy development, translating deep market expertise into data-driven, programmatic approaches.

This role is suited for an individual who thrives in ambiguous, build-phase environments, and can move through market insight, strategy design, execution, and performance refinement. The role will also play a critical part in shaping how the desk integrates quantitative models, risk frameworks, and automated workflows into its trading approach.

Requirements

Required:

• PJM Market Expertise: Deep understanding of PJM market structure, including Day-Ahead and Real-Time dynamics, congestion formation, transmission constraints, and outage impacts. Ability to independently identify and monetize structural inefficiencies.
• Strategy Development & PnL Ownership: Proven ability to originate, execute, and scale profitable trading strategies. Demonstrated ownership of risk positioning, trade selection, and performance outcomes.
• Quantitative & Data-Driven Approach: Strong analytical skillset with experience leveraging data to inform trading decisions. Ability to translate market insights into systematic signals, backtests, and repeatable frameworks.
• Technical Proficiency (Python): Hands-on experience using Python (pandas, NumPy, etc.) for data analysis, strategy development, or workflow automation. Comfortable working with large datasets and collaborating with quant/engineering teams.
• Risk Management Discipline: Experience operating within defined risk limits, including development and adherence to stop-loss frameworks, exposure controls, and escalation protocols.
• Cross-Functional Leadership: Ability to effectively partner with Quant, Data Science, and Engineering teams to productionize strategies and improve model performance.
• Performance Attribution & Insight Generation: Expertise in decomposing PnL into key drivers (e.g., congestion, outages, forecast errors) and feeding insights back into strategy iteration.

Preferred:

• Systematic / Programmatic Trading Exposure: Experience working in or building semi-systematic or fully systematic trading environments, including signal generation, model validation, and automated execution.
• Multi-Market Experience: Exposure to other ISOs (ERCOT, MISO, SPP, CAISO, NYISO, ISONE), with an understanding of how market design differences impact strategy portability.
• Advanced Quantitative Background: Experience with statistical modeling, optimization, or machine learning techniques applied to trading or forecasting problems.
• Data Infrastructure & Tooling: Familiarity with SQL, cloud data environments, and/or building scalable analytics workflows. Experience contributing to internal tools or trading infrastructure.

Personal Attributes:

• Builder Mindset: Ability to take a market from initial entry to scaled operation, including defining processes, frameworks, and strategy architecture.
• Commercial Judgment: Strong intuition for risk-reward tradeoffs and capital allocation, with a focus on maximizing risk-adjusted returns.
• Intellectual Independence: Comfort operating with high autonomy and accountability, while constructively challenging models, assumptions, and market consensus.
• Strategic Alignment: Ability to connect day-to-day trading decisions with broader desk objectives, including scaling performance, improving model integration, and expanding market coverage.

Ultimately we are looking for someone who is a great fit for our company so we encourage you to apply even if you may not meet every requirement in this posting. We value diversity and our environment is supportive, challenging and focused on the consistent delivery of high quality, meaningful work.

In return, we’ll give you a competitive salary and a lot of personal development opportunities. This role works to shift patterns that may include some weekend and non-business-hour work.

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