Manager Quantitative Commodity Market Risk
Tasks
- Analyze Mark to Market day over day changes
- Automate risk reporting processes with Python
- Build risk data visualizations with Power BI
- Compute VaR and at risk metrics
- Conduct back testing and portfolio decomposition
- Develop and validate valuation controls
- Enforce market risk limits
- Ensure VaR model accuracy
- Execute stress testing and scenario analysis
- Lead daily risk reporting
- Maintain FEA VaR integrity
- Manage end to end risk reporting projects
- Monitor open commodity positions
- Monitor policy non compliance events
- Perform P and L decomposition
- Perform market risk assessments for new initiatives
- Recommend risk policy approvals
- Run VaR simulations
- Support SOX documentation
- Support governance of market risk limits and authorities
- Validate pricing data and price curves
Perks/Benefits
- Company stock savings plan
- Employee and family assistance program
- Flexible benefits
- Hybrid work flexibility
- Paid maternity and parental leave
- Paid time off
- Pension package
- Retirement savings plan
- Wellness program
Skills/Tech-stack
At risk | Curve validation | Data Validation | Data Visualization | Data Warehouse | Endur | Energy Trading | Energy trading and risk management | Mark to market | Openlink | Option valuation | P and L | P and L Decomposition | Power BI | Power price curve validation | Price Curve Validation | Pricing Data Warehouse | Pricing data | Probability and statistics | Python | Python Automation | Risk Limits | Risk Management | SQL | Scenario Analysis | Stress Testing | Trading Portfolio Decomposition | Trading and risk management | VaR backtesting | Valuation controls | Value-at-Risk | Vendor management | ZEMA
Education
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