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A wholesale power generation company is looking for a Quantitative Risk professional who has experience with generation modeling, asset valuations, hedging, and can undertake portfolio and margin analysis of their power plant fleet of assets. Positions are available at the Senior Analyst or Manager level.
Key analytic responsibilities include:
Additionally, the Quantitative Risk professional will provide portfolio reporting and will develop trading analytical tools for the commercial trading operations and risk teams.
Educational and professional requirements include a Master’s degree in Math, Statistics or a quantitative field; minimum of 4-7 years of power plant asset modeling and valuations at a utility, IPP or energy consulting firm; understanding of derivative (options) pricing models and risk metrics including GMAR, VAR, PFE; experience with time series analysis, stochastic analysis, Monte Carlo simulations and probability/statistics methods; and proficiency with R or Python, relational databases and SQL development. Submit resumes to email@example.com.