Role Overview:
As a Senior Market Risk Analyst, you will be responsible for overseeing and supporting the Risk function across power, gas, capacity, ancillary, transmission, and renewable markets in various ISOs.
Calculate PL advanced analytics related to options, PPA valuation, and structured deal valuation.
Assess Potential Future Exposure of the portfolio and specific Origination deals.
Monitor and report on traded and non-traded positions, daily PL and VaR calculations, and risk limits.
Develop and test new risk reporting templates to meet business requirements.
Skills and Experience Required:
7-10 years of experience in Pricing, Trading, Analytics, or Risk roles, preferably in US Retail Power or Commodities.
Bachelor's Degree required; Master's preferred.
Intermediate to advanced options experience.
Advanced understanding of risk concepts such as volatility, correlation, and VaR.
Proficiency in performing VaR calculations.
Advanced Excel skills, including lookups, pivot tables, and database integration.
Database experience.
Intermediate to advanced programming skills (VBA, Python, SQL, etc.).
Knowledge of ETRM systems and deal flow.
Strong attention to detail, accuracy, and completeness.
Excellent communication skills and assertiveness.
#J-18808-Ljbffr
#J-18808-Ljbffr
