Houston, TX

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:

  • Assist with buildout of a risk reporting infrastructure;
  • Modeling energy assets and complex transactions (generation, tolling, load-following, full-requirements);
  • Hedging, sensitivity and scenario analyses of the portfolio;
  • Quantification of portfolio market, credit and liquidity risks;
  • Analytic review and identification of factors impacting the commodity risk of the generation portfolio;
  • Evaluation of capital improvement projects and retirements; and
  • Developing stochastic simulation-based asset models.


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 chynes@salthillgroup.com.