Energy Markets Intern (MISO)

About Voltus Voltus represents the “potential of us” to better manage energy through simple, cost- and risk-free demand response programs. Our commercial and industrial customers generate cash by allowing us to maximize the value of their operational flexibility in energy markets. We hire teammates who are bright, gritty, and good, and who have a genuine passion for delivering a cleaner energy future and for doing their best work in a fast-paced, entrepreneurial environment.

The Role This is not a general energy internship. You’ll join the Energy Markets team responsible for how Voltus positions and sells the capacity generated by its demand response portfolio across wholesale markets. These are high-stakes, high-consequence positions, and sharper quantification of risk directly improves the quality of the decisions we make.

Your mandate is to make those decisions sharper and more defensible. You’ll build the quantitative tooling and models that let us price the risk of any market decision and value it on a risk-weighted basis. You’ll help integrate this logic into our living data model.

If you’re energized by energy markets (especially capacity markets), probabilistic modeling, and trading risk, and you want to own a problem where your analysis directly shapes real market positioning decisions, read on.

This role blends quantitative rigor with energy markets, and it rewards people who like to build. You’ll likely enjoy it if:

You like turning ambiguous problems into models and tools and owning them end to end.

You want to go deep on markets and risk, not stay at a high level.

You’re motivated more by building things that last than by one-off analysis.

Build scalable quantitative risk models and automated tooling to price and risk-weight capacity positions across auction-based and bilateral markets.

Develop Monte Carlo, scenario, and stress-testing analyses that weight the full range of possible market outcomes and quantify upsides and downsides in uncertain scenarios.

Research the long-term supply and demand drivers of capacity value in the markets we serve, including generation retirements and additions, load growth and data-center demand, virtual power plants, and evolving accreditation methodologies — and translate them into model inputs.

Value and recommend risk-management strategies, including derivatives (for example, Black-Scholes-based valuation), hedging structures, and the option value of various market positions.

Replace multi-source manual research with a data model that refreshes on the latest available data automatically.

Graduate-level candidate. You’re pursuing or have recently completed an MBA or a quantitative master’s degree, or you bring equivalent professional experience in trading, risk, or quantitative market analysis.

Demonstrably quantitative. Probability and statistics are second nature, and you’re comfortable with probabilistic and statistical modeling, derivatives valuation, and core financial-risk concepts.

Strong programmer. Proficient in Python, R, or MATLAB, plus SQL, Excel, and modern AI infrastructure and able to build tooling other people can rely on — not just one-off analyses.

Demonstrated interest in capacity markets specifically. You can point to coursework, projects, work, or self-directed learning that shows real engagement with how power and capacity markets actually work, not just general enthusiasm for energy.

Bright, gritty, and good. Intellectually curious, comfortable owning open-ended and ambiguous problems, and able to thrive in a remote, fast-paced environment. A track record of success working remotely is strongly preferred.

Hands-on exposure to capacity, resource-adequacy, or ancillary-services markets in any ISO/RTO, demand response, or wholesale power trading.

Experience turning analysis into durable tools, dashboards, or data pipelines.

Familiarity with derivatives pricing and hedging in a commodity context.

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