191 North Wacker Drive, Suite 2300 | Chicago, Il 60606-1633 | 312-422-1392 | CONTACT US
The Woodlands, TX
A power generation company is looking for a Quantitative Risk Analyst who has experience with generation modeling, asset valuations, hedging, and can undertake portfolio risk analysis of their power plant fleet of assets. This position has direct reports.
Key analytic responsibilities include:
Educational and professional requirements include a Bachelor’s degree in a quantitative field; 1+ years of power markets risk or quantitative analysis at a utility, IPP or energy consulting firm; asset modeling and valuations experience; 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; and relational databases and SQL development. Submit resumes to email@example.com.