Commodities Trading | Computer Science @ Georgia Tech
Georgia Tech ML and mathematical modeling background with front-office trading desk experience and contributions to papers at top-conferences. Seeking Systematic/Discretionary Trading or Quant Research roles focused on power, natural gas, and FTR markets.
- Financial Transmission Rights (FTR) Trading in nodal power markets
- Natural Gas and Power derivatives and virtuals trading across US/EU markets
- Systematic short-term power Power trading strategies
- Crude Oil and Natural Gas volatility/options trading strategies
- Physical Liquid Natural Gas, Crude and Freight trading
- Efficient Integer Linear programming algorithms
- Modeling physical characteristics and bidding behavior of power generation (CCGT, SCGT etc.)
- Supply stack, thermal dispatch, unit commitment models for nodal/zonal power markets
- Modeling AC Optimal Power Flow and DC Optimal Power Flow
- Forecasts of hydropower production based on statistical weather / precipitation models
- Applications of Stochastic Programming in optimal hydropower scheduling and dispatch optimization
- Machine Learning for River streamflow and runoff modeling
- Numerical and statistical weather prediction
- Applications of Machine Learning in weather modeling
- High-Performance/Scientific Computing in weather data infrastructure
- IPO-Mine: Extracting Predictive Signals from S-1 Filings with NLP
- ConfReady: RAG-based Assistant & Dataset for Conference Checklist Responses