Load scale has an important impact on market participation and profitability of an electricity retailer. From the perspective of scale economies, this paper analyses the significance of load scale on the operating cost and profitability of an electricity retailer. Then considering the interaction between power generation market and the retailer of a certain scale, a detailed price model of electricity purchasing is constructed. The connection between power retail price and load scale is established based on the psychological model. On this basis, considering the uncertainty of power purchasing price and demand, the stochastic programming theory is used to construct the decision model of a retailer, so as to maximize profit and minimize risk of unit load. The Equilibrium Problem with Equilibrium Constraints (EPEC) problem developed by constructed model is solved with the iterative sensitivity function method. The numerical results show that the algorithm can effectively converge, and load scale has economic benefits in reducing unit purchasing cost. This work is supported by National Key Research and Development Program of China (No. 2016YFB0900100).