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.
