Technical Manager Commodity Market Risk
Core
Senior quantitative leadership driving advanced risk analytics (VaR, stress testing) and risk reporting for commodity markets.
Role type
Senior IC quantitative risk manager (commodities)
Builds
Enterprise risk reporting tools, automation, and risk metrics dashboards
Domain
Energy (power, natural gas, crude oil) + Financial Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Python, SQL, Power BI, VaR methodologies, stress testing, back testing, pricing data validation, ETRM systems (Openlink/Endur), power market mechanics (LMP, FTRs, capacity)
Preferred skills
CFA/MBA/FRM, cross-commodity expertise, specific ISO market knowledge (PJM, MISO, NYISO, etc.), spark spread/heat rate risk management
Technologies
Python, SQL, Power BI, Openlink, Endur
Responsibilities
Lead VaR model integrity and P&L decomposition; Conduct market risk assessments for new business initiatives; Develop risk reporting tools and automation; Enhance valuation controls and price curve validation; Collaborate cross-functionally on transaction lifecycle; Provide risk policy approval recommendations; Monitor risk policy non-compliance events.
Seniority
Senior, hands-on IC with team leadership
