Houston, TX

An international energy trading & marketing firm in Houston is searching for candidates with experience in market risk. The focus of the Market Risk Senior Analyst position is risk analysis and reporting for the gas trading & origination/marketing portfolios.

 

Key responsibilities include:

  • Monitoring, analyzing and reporting of market risk including Value at Risk (VaR), and portfolio stress testing;
  • Producing and analyzing daily position reporting, P&L reporting and P&L attribution;
  • Price Curve validation;
  • Understanding of trading portfolios and strategies (by deal, portfolio, trader and region) in conjunction with the overall gas markets from a risk, liquidity and fundamentals perspective;
  • Providing management insightful commentary on trading activity;
  • Monitoring trader risk to ensure compliance with control policies and trader limits;
  • Supporting the gas desk with gas market research modeling and ad hoc analysis around structured deals in storage, transportation, pipeline deals and netting agreements.
  • Develop strong relationships with the front-office traders, originators and other finance staff;
  • Helping with the build out and launch of a new ETRM system; and
  • Developing tools to enhance analysis and improve processes.

Positions are available at both the Analyst and Senior Analyst levels.

 

Educational and professional requirements include a bachelor’s degree in Finance or related numerate field; 2+ years’ experience in risk, trade reporting, valuations, product control, or a middle-office PnL role and ideally supporting a gas, power or crude oil trading & marketing desk; strong working knowledge of the physical and financial energy markets; strong understanding of vanilla and exotic options, derivatives and other trading instruments; ability to communicate complex trading transactions; analytical skills; and advanced technology skills including Excel, VBA, SQL, Power BI, Python and/or R are a plus. Submit resumes to chynes@salthillgroup.com.