ABOUT US

Inspire makes it simple for every home to transform into a smart home. The company’s groundbreaking subscription is the first to seamlessly integrate 100% clean energy, smart tech, and full home automation into one monthly service. Powered by a proprietary analytics engine, the Inspire Smart Home app allows members to create and control a completely personal home experience. Inspire empowers people to live more purposefully and sustainably every day, moving us all towards a brighter energy future.

Launched in January 2014, Inspire homes have used the clean power production equivalent of 121 wind turbines since inception. Driven by a team of mission-driven Avengers in sunny Santa Monica, Inspire prides itself on a culture of ownership, teamwork and stalwart obsession with “crushing it!”

 THE POSITION

The Sr Quantitative Analyst role presents an opportunity to take ownership of Inspire’s wholesale energy portfolio. You will work directly with the COO to leverage your quantitative background to price risk attributes of innovative clean energy consumer products and to develop & implement trading strategies to manage aggregate exposure in the wholesale energy and environmental commodity markets - futures, swaps, options, multiple contingency quanto derivative structures, and ISO bidding strategies. This role will be responsible for delivering portfolio margins across a wide range of outcomes of a number of variables and is an exceptional opportunity to become transactional, using complex structures, in the very near term.

RESPONSIBILITIES

• Maintain and enhance daily forward curves for all risk components related to energy contract risk, including load following risk
• Develop daily ISO bidding / procurement strategies by analyzing historical price volatility, weather and load relationships
• Daily management of term portfolio, executing bilateral hedges to mitigate exposure in the energy and renewable energy credit markets
• Development and execution of weather portfolio management strategy

QUALIFICATIONS

• 3-5 years work experience or graduate degree in a field related to risk management or quantitative analytics related to trading / portfolio management
• Extensive knowledge of derivative pricing and portfolio optimization theory
• Expertise in Python, SQL, Excel and other analytic tools.
• BA/BS degree required in engineering, economics, or quantitative background
• CFA designation preferred
• Pragmatic, with excellent collaborative & interpersonal skills

PERKS

• Unlimited vacation
• 401(k) plan
• Dog-friendly workplace
• Lots of cupcakes