Senior Manager CRR & FTR Trading, Market Optimization & Trading

Reporting to the Senior Director, Market Optimization & Trading, the Manager of CRR & FTR Trading is responsible for developing, executing, and optimizing Clearway’s congestion management strategies through active participation in ERCOT and CAISO’s Congestion Revenue Rights (CRR) and Day-Ahead markets and the PJM Financial Transmission Right (FTR). This role focuses on identifying, analyzing, and monetizing congestion opportunities while managing the company’s nodal risk and basis exposure across its generation portfolio. This role will also be tasked with developing hedging and risk management strategies across other parts of the portfolio. The position requires strong analytical, modeling, risk management, and trading skills to inform commercial decisions and support portfolio optimization within a rapidly expanding renewables platform.

• Bachelor’s degree in Engineering, Economics, Finance, or related field.
• 6-10 years of power market experience, with at least 2+ years directly in CRR, FTR, nodal, or virtual trading.
• Experience using ERCOT and CAISO CRR auction tools, Dayzer, UPLAN, or similar transmission models.
• Prior experience in energy trading, asset optimization, or market analytics required.
• Ability to construct power fundamental models for pricing, load, generation, flow, and outages using various methodologies
• Ability to build Quant Lib utilizing stochastic calculus and Option Models for deal valuation.
• Deep understanding of ERCOT, CAISO, and PJM market design, CRR/FTR auction processes, transmission planning, and nodal pricing. Dayzer experience is required.
• Strong quantitative, analytical, and problem-solving abilities.
• Excellent communication skills to translate technical results into commercial strategy.
• Proficiency with Excel, PowerPoint, and Power BI.
• Familiarity with congestion and risk management strategies for renewable and storage assets.
• Highly proficient in developing predictive models using mathematical and statistical methods to identify, analyze, and mitigate energy market risks with an understanding of option valuation and Greeks.