Senior Energy Market Risk Analyst

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.