Tech Stack

Description

You will focus on risk and activities of Gas and Power Trading portfolio managers, identifying and communicating material risks, setting risk guidelines, developing stress testing and VaR frameworks, and optimizing capital allocation to improve risk-adjusted returns.

Requirements

• 5+ years experience as risk manager or portfolio manager in US and European power/gas products
• Solid energy product knowledge and analytical rigor in pricing models and risk sensitivities
• Proficiency in SQL and quantitative programming (Python, MATLAB, R)
• Experience interacting with portfolio managers
• Strong communication skills to articulate complex ideas to senior management

Responsibilities

• Identify, capture, and communicate material risks including credit, tail risk, liquidity, and convexity
• Set appropriate risk guidelines and limits at portfolio and firm level
• Develop and advance stress testing and VaR frameworks
• Develop and maintain framework for capital allocation to maximize risk-adjusted returns
• Lead research efforts to develop innovative risk management approaches and analytics