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Senior Manager, Market Risk & Analytics
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- Our team relies on this individual to develop, maintain, and share subject-matter expertise regarding the nature of local portfolio risks, how they are reflected in our ETRM system, and how those should be modeled in our risk engine.
- Collaborate across local teams to develop and consistently apply appropriate valuation methodologies for each asset or transaction type, build a shared understanding of the specific valuation inputs that GMRA needs to produce an accurate global view of market risk, and agree a process for communicating inputs and changes in inputs to GMRA and the ETRM Team.
- Work across business functions to validate or improve modeling of existing positions in our ETRM systems and recommend how to model new asset classes as necessary.
- In-depth understanding of drivers of market risk in thermal and renewable generation portfolios including offer and market clearing rules, fuel / weather / load / power price fundamental relationships, and ability to explain these to others.
- Good understanding of sources of FX & interest rate risk in structured transactions, and ability to explain these to others.
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