Market Risk Oversight Analyst

Job Title

This is an intermediate-level, exempt role responsible for analyzing and monitoring market risk related to trading and hedging activities. This position supports risk governance and compliance by evaluating transaction- and portfolio-level data, identifying issues, validating results, and providing insights to inform decision-making across Wholesale, Retail, and RTO markets.

Key Responsibilities

• Execute risk governance and compliance activities, including SOX controls, in support of Dodd-Frank regulatory requirements.
• Analyze and report key risk metrics in accordance with Commercial Risk Policy, including:
  • Daily Value-at-Risk (VaR)
  • Day-1 Gain
  • Position and Stop-Loss limits
• Support accounting and audit processes, including:
  • Monthly liquidity reserve analysis
  • Quarterly fair value (FAS 157) hierarchy assessments
• Perform valuation and risk analysis of transactions (e.g., structured deals, fixed load shape, and block trades), including sensitivity to price and volume changes.
• Gather and analyze market data to validate forward price curves, including:
  • Weekly liquid curve validation
  • Monthly reporting
  • Quarterly illiquid curve and shaping analysis
• Review and validate trade details and confirmation documents for accuracy and completeness.
• Prepare energy commodity confirmations for management review.
• Investigate and resolve confirmation issues using Excel and internal systems.

• Strong analytical and problem-solving skills with the ability to interpret complex data.
• Advanced proficiency in Microsoft Excel; working knowledge of other analytical tools.
• Ability to build and maintain financial/analytical models.
• Strong written and verbal communication skills.
• Self-starter with the ability to work independently and manage priorities.
• Demonstrated ability to collaborate cross-functionally and build effective working relationships.
• Willingness to work occasional overtime to ensure timely delivery against strict deadlines.

• This is an On-Site role.
• Sedentary office environment.

Education:

Bachelor's degree in Finance, Accounting, Economics, Mathematics, Statistics, or related field.

Experience:

Minimum of 3 years of relevant experience; (or) Master's degree/MBA/CFA with at least 2 years of relevant experience.

Expected Salary Range: $76,000.00-$86,000.00 (USD)

In addition to a competitive compensation, AEP offers a unique comprehensive benefits package that aims to support and enhance the overall well-being of our employees.

Compensation Grade: SP20-006

Compensation Range: $74,551.00 - $93,188.50

The Physical Demand Level for this job is: S Sedentary Work:
Exerting up to 10 pounds of force occasionally and/or a negligible amount of force frequently to lift, carry, push, pull or otherwise move objects, including the human body. Sedentary work involves sitting most of the time but may involve walking or standing for brief periods of time.