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A wholesale power generation company is looking for a Quantitative Risk Analyst to join the CRO organization. This newly created role reports to the Head of Quantitative Analysis and will assist in the buildout of a risk infrastructure to quantify and track generation portfolio, market, credit and liquidity risks. The analytic output will be used to manage risk decisions around strategic/M&A, trading and structured transaction activities.
Key “risk reporting infrastructure” responsibilities include:
Key “risk 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.
Ideal candidates will have a strong combination of analytical proficiency, software development skills and familiarity with commodity markets (power, gas, oil or refined products).
Educational and professional requirements include a Master’s degree in Math, Statistics or a quantitative field; minimum of 1-3 years in quantitative risk modeling in the energy markets; 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.