Natural Gas and Power Trading Risk Management Analyst
Tasks
- Capture trade risk in ETRM system
- Create market risk exposure reports
- Develop valuation models
- Execute trade controls
- Generate daily and end of month PnL
- Implement quantitative risk models
- Perform VaR backtesting
- Prepare daily market briefs
- Review contracts
- Validate risk models
Perks/Benefits
- N/A
Skills/Tech-stack
Derivatives pricing | Dynamic volatility forecasting | ETRM | EWMA | Excel | GARCH | Least Squares Monte Carlo | Least-squares) | Model Validation | Monte Carlo | Monte Carlo Simulation | NumPy | Option valuation | Pandas | Python | R | Real option valuation | SQL | Scenario Analysis | SciPy | Scikit-learn | Series analysis | StatsModels | Stress Testing | Tableau | Time Series | Time Series Analysis | VBA | VaR backtesting | Value-at-Risk
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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