Risk Control Analyst (Power)

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Job ID#: 23123

POWER RISK CONTROL ANALYST
Global Risk Management
Houston, TX

Hybrid Work Schedule

Role Accountabilities:

  • Overall role is part of the middle office risk team responsible for market risk control, including
    • risk identification
    • measurement
    • monitoring,
    • and disclosure across various energy commodity assets.
  • Leads risk management analysis, monitoring, and reporting for Power trading activities, including open positions, valuation controls, and MTM valuation.
  • Provide daily explanations on applicable metrics and limits.
  • Coordinate and review deals and prices in the trading system, performing deal checks, price validation, curve updates, and data reconciliation.
  • Monitor timely deal capture, internal trading limits, and risk policy requirements to ensure transaction integrity in the trading system.
  • Analyze commodity exposure and forward price movements for the company’s multi-products trading activities, maintaining and enhancing risk models.
  • Test new risk calculations, evaluate model assumptions against fundamentals, and suggest modeling/valuation enhancements.
  • Communicate effectively with Front Office, Operations, Back Office, and Finance teams on inputs and assumptions.
  • Work closely with Traders to quantify and explain sources of risk in their portfolios.
  • Contribute to the reporting of trading results and positions to Senior management.
  • Ensure best control practices, operational efficiency, and policy/limit compliance by working with Back Office, Finance, Credit, Legal & Compliance, and Business Unit Control.
  • Ensure compliance with internal trading limits.
  • Provide accurate and independent analysis, valuation, and reporting of risk positions and trading results.
  • Adhere to external regulatory compliance requirements.
  • Coordinate with Compliance to ensure compliance requirements are met.
  • Support process improvements, including system testing, implementations, and desk-level processes.
  • Identify and communicate operational risks, defining risk mitigation measures and priorities.

Requirements and Qualifications:

  • Degreed in economics, finance, business, mathematics, or a quantitative discipline.
  • Comprehensive understanding of risk management methodologies and valuation models.
  • Solid understanding of MTM, VaR, and quantifying position exposures
  • Experience in Power Risk Management, particularly in North American power ISOs (ERCOT, PJM, CAISO). is a MUST
  • Strong understanding of Power pricing structures and experience validating power prices with external sources.
  • Proficiency in Power BI, Python, or other data management software like Alteryx.
  • Strong analytical and problem-solving skills with a high degree of accuracy and efficiency under set deadlines.
  • High levels of flexibility regarding working hours.
  • Will NOT sponsor employment visas or those on time-limited visa status.
  • Fast-paced trading environment with time-sensitive, business-critical activities.
  • Collaborates with Front, Mid, Back Office, Finance, Compliance, and ETRM System IT.

Qualified inquiries:
Primary contact: stucker@proalt.com
Secondary contact: rreyna@proalt.com

 

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