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The Woodlands, TX
A power generation company is looking for a Quantitative Risk Manager 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; minimum of 5 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; relational databases and SQL development; and prior experience managing a small team. Submit resumes to email@example.com.