Quantitative Risk Analyst, Global Portfolio Risk Analytics
Core
Lead research and evaluation of market risk metrics for global energy portfolios, ensuring adherence to risk policies and supporting commercial decision-making.
Role type
Quantitative Risk Analyst (Market Risk)
Builds
Market risk reports, validated mark-to-market calculations, and risk metric methodologies for global energy portfolios.
Domain
Energy (Electric Power) + Financial Risk Management
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Portfolio risk analysis, asset optimization, data visualization (PowerBI), ETRM software (Allegro, Triple Point, Endur), derivative pricing, financial risk assessment
Preferred skills
None stated
Technologies
Allegro, Triple Point, Endur, PowerBI
Responsibilities
Maintain Local Market Risk Policy and ensure adoption by commercial teams; Monitor market risk exposure against approved limits; Validate monthly mark-to-market calculations; Review commercial agreements (PPAs, HRCOs); Support accounting audits; Develop risk metric methodologies; Improve risk reporting processes.
Seniority
Mid-level, hands-on IC
