Senior Manager, Market Risk
Houston, Texas, US, 77002
Summary
Summary/Objective
The Sr Manager, Market Risk is responsible for monitoring, identifying, and analyzing the organization’s market risk exposure on a day-to-day and long-term basis to mitigate market risks for IPP, Fuels, and Asset-Backed Trading business lines.
Position Description
Essential Functions
Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.
- Onboard and build out a new ETRM, Curve Management Tool, and BI Reporting tools
- Developing standardized Position, P&L, Risk Metric reporting for all business units in JERA Americas
- Understanding stochastic generation/asset modeling for position and margin management
- Analyzing results and providing detailed P&L explain regarding portfolio changes
- Work directly with the Quantitative and Fundamental Analytics (also in CRO group) to build “enhanced” analytics and sensitivities
- Proposing valuable improvements to existing models or methodologies for evaluating portfolio risks
- Assist in development of proper risk metrics
- Perform 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
Required Education and Experience
- Bachelor's Degree in a business discipline
- Minimum of 5 years’ experience with risk analysis and valuation of wholesale power generation, and risk analysis and valuation in retail power business
- ETRM & systems implementation experience
- Experience with programming with at least one software language generally used in financial models like VBA, MatLab, SAS etc.
- Experience with modeling of power markets Skills/Knowledge/Abilities
- Model-building skills; experienced with analytical and data manipulation applications
Preferred Education and Experience
- Advanced degree in a business discipline
JERA Americas does not accept unsolicited resumes from third party recruiters or employment agencies. In the absence of an executed Recruitment Services Agreement, JERA Americas shall have no obligation to pay any referral compensation or recruiter fee.
Nearest Major Market: Houston