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Palmetto is a consumer energy platform helping homeowners discover, purchase, finance, install, monitor, and manage home energy products and services across solar, battery storage, HVAC, heat pumps, and more. The company operates across 30+ states and serves hundreds of thousands of homeowners.
The Quantitative Associate, Capital Markets role sits at the center of Palmetto Capital's corporate strategy and structured finance team. This position focuses on turning Palmetto's data backlog into insights that shape capital decisions, with primary emphasis on strategic and analytical work: mining internal and external data to inform financing and capital structure decisions, and translating Excel-based models into Python to make analysis faster, more scalable, and repeatable.
Key responsibilities include:
**Data Strategy & Analytics (~70%):** Mine Palmetto's portfolio, financing, operational, and market data to surface insights informing capital structure and financing decisions. Build Python-based analytical tools, models, and dashboards translating large, complex datasets into decision-ready outputs for senior leadership. Translate existing Excel-based structured finance models into Python to improve speed, scalability, and repeatability. Analyze market, competitor, and macroeconomic trends using code-driven analysis. Contribute to board-level and executive materials connecting data-driven analysis to growth strategy. Assess future capital position and financing needs incorporating legislative and regulatory data. Automate recurring financial and operational reporting for key stakeholders. Drive pricing analysis across financing structures and capital products using quantitative methods.
**New Opportunities (~20%):** Support sourcing and evaluation of new capital opportunities and financing products through data-driven structuring and financial analysis. Build exploratory Python models to size and stress-test capital structures and financing products not yet executed in the market. Run scenario and sensitivity analyses using code-based tools to pressure-test new structures and identify optimal capital mix. Support meetings with prospective investors by preparing data and analysis on new capital opportunities.
**Modeling & Execution (~10%):** Support execution of select debt, tax equity, or structured finance transactions. Maintain and query deal-tracking data across live and prospective financings. Support due diligence and term sheet review with data pulls and analysis.
**Collaboration & Continuous Improvement:** Partner closely with FP&A, Treasury, and Accounting. Identify and implement improvements to data infrastructure, tooling, and modeling processes. Stay attuned to internal stakeholder and capital partner needs.
The role reports to the Manager, Strategy New Opportunities & Analytics and is based in New York City.
**Requirements:**
- Bachelor's degree in Computer Science, Statistics, Mathematics, Data Science, Engineering, or related quantitative field; coursework or hands-on exposure to finance, economics, or accounting required
- 2-4+ years of experience in data analytics, data science, quantitative research, or software engineering role with meaningful exposure to finance, fintech, or capital markets
- Strong proficiency in Python (pandas, numpy, or similar) and SQL; experience translating Excel-based financial models into code strongly preferred
- Experience building models, dashboards, or automated reporting and analysis tools from large, complex datasets
- Working knowledge of financial modeling concepts (debt, equity, tax equity, ABS, or similar structures) a plus
- Strong analytical and quantitative skills with close attention to detail
- Ability to manage multiple workstreams simultaneously in fast-paced environment
- Excellent communication skills with ability to translate technical analysis for non-technical, senior audiences
- Highly motivated, collaborative, and comfortable operating with some ambiguity
