Pricing Manager, Power Markets, Quantitative Risk & Strategic Analysis

Job overview

The Pricing Manager, Power Markets, Quantitative Risk & Strategic Analysis role is hybrid, with three days onsite each week in Vienna, VA. The stated annual total compensation range is $170,000–$230,000, excluding potential deferred compensation. Nodal Exchange provides price, credit, and liquidity risk management for North American commodity-market participants.

What you'll do

• Manage daily forward-curve construction for power futures and options
• improve pricing methodology through power-market analysis
• analyze large datasets, report findings, and automate workflows
• research markets to support new contracts and services
• develop and assess portfolio risk-management approaches
• and respond to inquiries from management, the Board, customers, and regulators.

What we're looking for

Skills & competencies

pricing manager

power markets

quantitative risk

strategic analysis

vienna va

hybrid

power futures

options pricing

risk management

python or r

nodal exchange

$170k–$230k/year

Work arrangement

• Weekend coverage required

Benefits & perks

• The posting describes a wide range of employee benefits and perks, which may include target bonuses.

Why this role

The role combines quantitative analysis and power-market expertise with hands-on pricing and risk-management work at a derivatives exchange.

About the employer

Nodal Exchange is hiring for this role. Industry: Commodity Contracts Intermediation. Sector: 52.