Manager Quantitative Commodity Market Risk
Tasks
- Analyze mark to market changes
- Assess market risk for new initiatives
- Automate processes with Python
- Build data visualizations with Power BI
- Conduct valuation price curve validation
- Decompose profit and loss
- Deliver daily risk reporting
- Develop risk reporting tools
- Ensure FEA VaR integrity
- Maintain pricing data pipelines
- Manage VaR model accuracy
- Manage vendor relationships
- Monitor VaR limits and metrics
- Monitor policy non compliance events
- Perform backtesting
- Perform stress testing and scenario analysis
- Recommend risk policy approvals
- Run VaR simulations
- Support SOX documentation
- Validate valuation controls
Perks/Benefits
- Employee assistance program
- Flexible benefits
- Generous time off
- Hybrid work model
- Paid Holidays
- Paid Maternity Leave
- Paid parental leave
- Retirement savings plan
- Wellness program
Skills/Tech-stack
Ancillary services | Backtesting | Calendar Spread Options | Congestion Settlement | Curve validation | ETRM | FEA | FTRs | GMaR | Heat Rate | Increment Decrement | Mark to market | OpenLink Endur | Option valuation | Power BI | Power LMP | Price Curve Validation | Pricing Datawarehouse | Probability and statistics | Profit and Loss | Profit and Loss Decomposition | Python | Risk Limits | Risk Metrics | SQL | Scenario Analysis | Spark Spread | Spread Options | Stress Testing | VaR Simulations | Valuation controls | Value-at-Risk | Virtuals
Education
Bachelor of Arts | Bachelor of Engineering | Bachelor of Science
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