Power Trader - ERCOT

One of our Houston based clients is hiring an experienced ERCOT Flow Trader to support and grow a financial power trading seat focused on flow trading across ERCOT. This role is not a virtuals- or nodal-centric seat; the mandate centers on building and managing a forward curve and monetizing ERCOT flow opportunities from next-day through long-dated tenors.
Core Responsibilities

• Trade ERCOT financial power with a flow-trading lens across the forward curve (prompt through multi-year).
• Develop and execute strategies across tenors, balancing near-term optionality with longer-dated risk positioning.
• Own position construction and risk management for flow exposures (structure, sizing, hedging, scenario planning, stress testing).
• Build/maintain a robust ERCOT market view: supply stack, load growth, renewables buildout, transmission evolution, policy/regulatory impacts, fuel linkages, and broader curve drivers.
• Work closely with risk, origination, scheduling/operations, and analytics to ensure clean trade capture, risk reporting, and coherent portfolio construction.
• Provide regular market commentary and trade rationale; perform post-trade reviews and continuous strategy refinement.
• Contribute to improvements in trading/analytics tooling (curve tracking, P&L attribution, risk decompositions, data pipelines as applicable).

Required Experience & Qualifications

• 8–15 years of relevant power trading experience, with meaningful time in ERCOT.
• Demonstrated success in financial flow trading (forward curve / term structure focus), including longer-dated risk.
• Strong risk discipline: limits management, drawdown control, scenario analysis, and clear communication of exposures.
• Strong quantitative comfort; able to work effectively with data (Excel required; Python/SQL preferred).
• Ability to operate independently in a fast-moving environment and communicate clearly with internal stakeholders.

Preferred

• Experience trading/structuring across multi-year ERCOT tenors and managing curve risk (shape, seasonality, volatility, regime shifts).
• Prior utility or asset-adjacent perspective (risk governance, portfolio context, cross-functional coordination).
• Experience partnering with quants/analytics to formalize signals and improve curve / risk tooling.