Manager Risk Analysis
Employment Type: Full-Time
Industry: Financial Services - Banking/Investment/Finance
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Requisition Number 19-0417 Title Manager Risk Analysis City Houston State TX Job Family Finance Accounting Shift Days Employee Type Regular Subject to DOT Regulations No Percent of Travel Required 0 Relocation Provided No Location Houston Office Description Essential Duties and Responsibilities:
Lead analysis and reporting of value and risk trends and attributes of a regional portfolio.
Execute risk analysis and reporting processes to produce vital information needed by commercial decision-makers.
Daily MTM and P&L estimates
Daily positions by commodity, location, portfolio, and time period
Current month performance information
Ad hoc assessments of risk factors and potential hedging strategies
Become go-to person for traders, originators, accounting staff, and management to answer questions about portfolio positions, changes, and risk factors.
Drive select projects to build (or overhaul) analytical tools and reports to create and distribute market risk information to various users within Calpine.
Coordinate with IT organization on projects to improve the underlying risk system infrastructure (models, calculations, data flows, reports, etc.); includes supporting the upcoming ETRM replacement effort.
Participate in analytical and quantitative risk projects like stress testing and scenario analysis of portfolio Requirements Bachelor's degree in quantitative or technical fields such as math, computational science, statistics, engineering. Experience
Minimum of 5 years’ experience with risk analysis and valuation of wholesale power generation and risk analysis and valuation in retail power business
Minimum of 2 years’ experience managing teams of 1-3 members
Experience with programming with at least one software language generally used in financial models like VBA, MatLab, SAS etc
Experience with modeling of power markets Skills/Knowledge/Abilities
Power plant and related product modeling approaches
ETRM systems generally and Nucleus and/or Allegro specifically
Fundamental and operational knowledge of US Power markets and gas markets
Understanding of pricing of retail power products
Understanding of Financial derivatives
Model-building skills; experienced with analytical and data manipulation applications
Designing efficient and reliable processes
Understanding of VAR and stress tests in both wholesale and retail power markets Equal Opportunity Employer of Minorities, Females, Protected Veterans, and Individuals with Disabilities. Calpine is committed to Equal Employment Opportunity and providing reasonable accommodations to applicants with physical and/or mental disabilities. If you are interested in applying for employment and need special assistance or an accommodation to use our website or to apply for a position, please send an e-mail with your request to email@example.com. Determination on requests for reasonable accommodation are made on case-by-case basis. Please view Equal Employment Opportunity Posters provided by OFCCP here.* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.
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