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The Woodlands, TX
A power generation company in The Woodlands is looking for a Senior Quantitative Risk Analyst to provide generation modeling, asset valuations, and hedging to support its power plant fleet of assets. Responsibilities include:
Educational and professional requirements include a bachelor’s degree in a quantitative field; minimum of 5 years of power or gas 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 C++, R, or Python, and experience with relational databases and SQL development. Submit resumes to firstname.lastname@example.org.