Risk Management Specialist for Power and Gas Markets

3 weeks ago


London, Greater London, United Kingdom Selby Jennings Full time
Risk Management Expertise SoughtWe are seeking a highly skilled Senior Market Risk Analyst to join our team at Selby Jennings. This individual will be responsible for overseeing and supporting the Risk function across various markets in ISOs.The successful candidate will have 7-10 years of experience in Pricing, Trading, Analytics, or Risk roles, preferably in US Retail Power or Commodities. A Bachelor's Degree is required; a Master's is preferred.
  • Value-at-Risk (VaR) calculation expertise is essential.
  • Advanced Excel skills, including lookups, pivot tables, and database integration, are necessary.
  • Maintenance of strong attention to detail, accuracy, and completeness is crucial.
  • Effective communication with stakeholders is vital.
Main Responsibilities:
  1. Advanced analytics for options, PPA valuation, and structured deal valuation.
  2. Potential Future Exposure assessment of the portfolio and specific Origination deals.
  3. Monitoring and reporting on traded and non-traded positions, daily PL and VaR calculations, and risk limits.
  4. Development and testing of new risk reporting templates to meet business requirements.
Compensation Package:$160,000 - $190,000 per year

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