Front-Office Market Risk Strategist (Power Focus)

Houston, Texas 77079

Post Date: 05/14/2018 Job ID: 1254 Industry: Energy-Front Office

A global energy trading & marketing firm is searching for an experienced market risk professional to join its team focused on physical and financial structured power portfolio. This is a proactive risk advisory role that interacts daily with the trading desk and fundamentals team to provide an independent analysis of risk around trading strategies. This position requires a strong commercial understanding of physical and financial power markets, as well as related instruments and derivatives.

Responsibilities include:

  • calculating and reporting trading exposure via risk reports (VaR, PnL key position and portfolio risks, scenario analysis and stress testing),
  • forming an understanding of trade book strategies and exposures within the context of the underlying fundamentals of the North American power markets,
  • quantifying impact of new and material trades on the trades books and identification of risks not captured in systems and traditional risk metrics,
  • actively participating in the development and validation of risk and valuation models,
  • providing risk analysis for power structured deals and transactions (heat rate call options, tolling, load-following, full-requirements, shaped and block products, energy asset management, etc.),
  • monitoring trading risk against limits,
  • providing management commentary on key risks in trading activity,
  • participating in the risk committee, and
  • participating in projects to automate and streamline processes.

Educational and professional requirements include a bachelor's degree in Finance, Accounting or related field (MBA, CFA preferred); 5+ years' experience in a market risk or risk valuations role within a power trading environment; understanding of complex power transactions; in-depth knowledge of physical and financial power trading markets, strategies and the related volatility; strong analytical, quantitative and data management skills; modeling experience for deal valuation and risk analytics and advanced proficiency in Excel and VBA.


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