A leading utilities shop based out of Louisiana is looking to bring on a Quantitative Risk Analyst heading into Q4. The Utility is currently undergoing a pretty significant transformation within their risk division, as they are now much more analytical and quantitative than previously before. They're ideally looking for a hands-on, self starter, who is eager to make an immediate impact upon entry.
The analyst who takes this role will be accountable for leading firm-wide risk analysis to support portfolio risk management, transaction pricing and valuation, capital adequacy and credit risk analysis. This role will report directly to the Chief Risk Officer and will offer you exposure across the market risk, credit risk and enterprise risk lines of business.
- Apply quantitative/data analysis methods using third party software to assess, analyze and monitor market, credit, operational, business, and capital requirements for a physical and contractual energy portfolio that includes generating assets, fuel supply contracts, heding transactions, and long term power sales agreements
- Work closely with the risk team to evaluate risks in the regulated and unregulated business portfolios
- Define and develop portfolio risk models to measure VaR, gross margin at risk, and cash flow at risk
- Perform structured transaction valuation and hedging scenario analysis to support strategic initiatives
- Prepare and deliver risk analysis reports for the executive team
- Bachelors degree in Finance or Accounting (STEM focus is preferred)
- 3+ years of experience within risk or utilities in general
- Experience with Spotfire, Tableau or Power BI
- Monte Carlo simulation experience
- ETRM software experience - PCI, Allegro, Morningstar, Aurora, Pioneer, etc.
- Skill with VBA and/or SQL