Energy Markets Intern

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. Is This You? 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. What You'll Do: 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 d