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.