Market Risk Senior Officer I, Senior Vice President
Core
Senior Market Risk Manager ensuring trading desks stay within risk tolerance limits for commodities, financial, and physical products.
Role type
Senior IC market risk manager (commodities & energy)
Builds
Risk measurement systems, limit frameworks, and stress testing models for North American Power, Gas, and Emissions markets
Domain
Financial services / Energy commodities (Power, Gas, Emissions)
Deliverable
production ML models | dashboards & analysis
Required skills
Market risk management, quantitative analysis, risk measurement, limit monitoring, stress testing, derivative products knowledge, regulatory compliance, SQL, MS Office (Excel/VBA)
Preferred skills
FTRS, Load following, Heat rate call options, Renewable products (Wind, Solar, batteries), PJM/MISO/NYISO/ERCOT/WECC experience
Technologies
SQL, MS Office (Excel/VBA, Word, PowerPoint), VaR systems, Limit monitoring systems, Stress systems
Responsibilities
Monitor and analyze market risk exposure for commodities and financial products; Develop and maintain autonomous market risk limits framework; Oversee risk exposure measurement and limit monitoring processes; Participate in business-level stress testing development; Work with trading desks to identify and capture market risk factors in official systems; Participate in risk system upgrades and bespoke projects with trading businesses
Seniority
Senior, hands-on IC