Sr Analyst, Market Risk

Job Summary

This position will be primarily responsible for supporting a broad range of PL & Risk analytics activities, including, but not limited to, developing and managing validations for non-market observable curves, creating, validating, and publishing daily position and P&L reports, managing daily price curve workflows owned by Market Risk, performing quality assurance of Risk Control reports, and supporting cross‑functional development projects that would enhance existing risk data systems.

The analyst will deal with numerous aspects of commodity risk, including market risk, credit risk, operational risk, and compliance.

• Create, validate, and publish daily position and P&L reports using Excel, SQL, and VBA models.
• Provide performance attribution and key P&L drivers related to the natural gas, electricity, coal, emissions, nuclear, and weather markets.
• Interface with front‑office traders, planning, accounting, pricing, confirmation and deal entry, and other Vistra reporting groups to meet ad hoc report requests.
• Support cross‑functional development projects that would enhance existing risk data systems.
• Run daily/monthly liquidity forecast, potential future exposure, and perform attribution on results.
• Knowledge of Power markets, including structure, rules, and operations preferred.
• Familiarity with Allegro ETRM (Energy Trading and Risk Management) software is considered an asset.
• Validate that all price curves meet established Risk policies.
• Review and develop new pricing methodologies for unobservable markets.
• Perform price curve visibility assessments for quarterly reporting.
• Perform data integrity checks across all systems.

• Exceptional analytical and problem‑solving skills.
• Highly organized with the ability to multi‑task.
• High proficiency in Microsoft Office products (Excel, Word, Access, and Power Point).
• 3 years experience in finance, economics, engineering, computer science, physics, mathematics, or related quantitative discipline; experience gained through college degree programs and/or certifications is applicable to above skills.
• Minimum education is HS Diploma or equivalency.

• Position and P&L reporting timeliness and accuracy.
• Price completeness and accuracy.
• Price curve validation compliance.
• Methodology assessments.
• Price curve analytics.

Risk Management

Vistra Corporate Services Company

Irving, Texas, Texas

It is the policy of the Company to comply with all employment laws and to afford equal employment opportunity to individuals in all aspects of employment, including in selection for job opportunities, without regard to race, color, religion, sex, sexual orientation, gender identity, pregnancy, national origin, age, disability, genetic information, military service, protected veteran status, or any other consideration protected by federal, state or local laws.

If you are an individual with a disability and need assistance submitting an application or would like to request an accommodation, please email us at  to make a request.