Risk Analyst

Risk Analyst

Analyze, value, and provide risk analysis around complex transactions and portfolio positions, including power generation, load contracts, complex derivatives, hedging strategies and trading assets.

Develop and monitor position reports, P&L reports for energy portfolio.

Mark and/or validate end-of-day curves in the risk system.

Leverage problem solving, analytical skills, and new technologies to enhance and automate various risk processes.

Collaborate effectively within the Risk team and other departments on issues/projects.

Work closely with costing team and ETRM system and ensure that new deals are priced correctly, and its risk legs and costs are correctly computed within ETRM system.

Make changes to queries in response to business needs.

Support reporting requests from company’s internal and external auditors.

Work closely with IT on risk system improvements and testing new enhancements.

Minimum Requirements:

• Bachelor’s degree in quantitative discipline like Finance, Business, Economics, Statistics, Engineering, Science, Computer Science, or equivalent quantitative risk experience.
• Risk Analyst experience, including power products, energy risk management and derivative pricing.
• Experience with one or more programming language including R, Python, SAS, MATLAB, Java, C, C++ etc. Experience writing complex queries using SQL from one or more relational database such as Oracle, SQL Server, MySQL etc.
• Extensive experience with MS Excel, VBA programming, and highly skilled with other MS Office products including Access, Word, and PowerPoint.

Preferred Qualifications:

• Understanding of common risk metrics and control methodologies within commodity trading environment.
• Experience with trading and risk management systems like Aligne, Endur, VHOS etc.