External Job - Thu, 05/31/2018 - 12:00

This position will involve significant technical challenges implementing, advancing, innovating,
and operating a risk-based portfolio management system for energy companies. Additional
activities will involve application configuration, data population, client interaction and
management of software specifications and requirements. Spearhead the modeling and
technical issues to implement Ascend's software products -- the products model the financial
and physical uncertainties of derivative contracts, generation assets, and retail loads. Most of
the analytic processes involve Monte Carlo simulations to value derivative contracts and
physical assets. Responsibilities focus on the ability to translate client requirements into model
configurations and automate data flows that architect the financial structure and physical asset
characteristics for each portfolio.
This position also involves computational stochastic optimization, approximate dynamic
programming, large-scale/distributed optimization, decision making under uncertainty,
dynamic programming, statistical learning, algorithms in statistics and finance applications,
stochastic search, simulating high penetrations of wind and solar energy, optimizing generation
under uncertainty, and planning and control of energy storage.