Market Risk Analyst
Houston, Texas, US, 77002
Summary
JERA Americas is seeking qualified professionals to join their growing Market Risk team in the Houston area. This role will focus on the risk reporting within our IPP, Renewables, and LNG businesses. The client is interested in adding professionals who can bring thought to the discipline and assist in developing best practices reporting and analytics for the business unit.
Position Description
- Calculating and producing Position and P&L associated with the commodity portfolio including wholesale trading, generation, structured transactions and retail
- Analyzing results and providing detailed P&L explain regarding portfolio changes
- Developing tools to enhance analysis and improve processes
- Proposing valuable improvements to existing models or methodologies for evaluating portfolio risks
- Ensuring proper risk metrics analysis and monitoring including GMaR, VaR, Gen Delta, PFE and portfolio stress testing
- Assist in modeling of capacity and congestion
- Desire to be a part of a high performing and analytical team
Qualifications
- Experience with programming with at least one software language generally used in financial models like VBA, MatLab, SAS, SQL, etc
- Experience with modeling of power markets Skills/Knowledge/Abilities
- Power plant and related product modeling approaches
- ETRM systems generally EKA/ION is a plus
- Fundamental and operational knowledge of US Power markets and gas markets and NA Natural gas markets
- Understanding of pricing and financial derivatives
- Model-building skills; experienced with analytical and data manipulation applications
- Designing efficient and reliable processes
- Understanding of VAR and stress tests in both wholesale and retail power markets
Qualifications Continued
Required Education and Experience
- Bachelor’s Degree; preferred focus in Finance, Mathematics, Economics, Engineering, Computer Science, or another relevant field.
- Minimum of 2-5 years’ experience with risk analysis and valuation of Natural Gas (LNG) and/or Power Generation businesses
- Knowledge of power generation and/or natural gas industry investment.
Preferred Education and Additional Eligibility Qualifications
- Strong mathematics and analytical skills
- Excellent computer skills
- Excellent communication skills
- Time management skills
Nearest Major Market: Houston