Risk Lead - Natural Gas

A key Optimus gas trading client is needing a Risk Lead for their natural gas desk. The ideal candidate will have experience leading a natural gas risk team in a fast-paced, fluid environment. Qualified candidates, please send your resume to your Optimus recruiter or Jennifer.Hibbetts@optimus-us.com. QUALIFICATIONS: • 3-7 years of Natural Gas Risk Management experience • Advanced knowledge of natural gas price deconstruction and risk decomposition • Advanced knowledge of natural gas curve setup and configuration • Advanced knowledge of risk system architecture • Strong trouble shooting and logical problem-solving skills • Technically proficient (Excel, Power BI + others) • Ability to overcome obstacles, pivot when necessary • Can work independently • Self-motivated and curious RESPONSIBILITIES: • Lead and/or manage a Risk Control Group of 3 individuals • Monitor trade input and measure transactions against trader delegations • Monitor interface between ICE/CME and ETRM system; troubleshoot as needed • Generate, measure, and report current month ("cash") position • Generate, measure, and report forward position and associated mark-to-market ("MTM") • Prepare daily report of underlying risk exposures, and provide insight into MTM changes • Monitor and report daily VaR for the consolidated portfolio, as well as specific business units. As needed, describe/explain underlying market analysis supporting statistical result • As needed, perform back testing, scenario analysis, stress test, and performance analysis to explain MTM drivers. • Perform daily derivative reconciliation with Clearing Counterparties • Maintain consistent and open dialogue with Front Office and the Executive Management Team • Maintain risk system and, if necessary, associated database to enable centralization of data and automation of reporting processes • Develop thorough understanding of ETRM system and work with IT/Business Solutions to add new functionality to meet business requirements • Where necessary, build/enhance logical data models (Excel, Visual Basic, Power BI) to improve risk analysis • Where necessary, develop new procedures and controls • Ensure complex transactions are accurately captured Intermediate to advanced knowledge of natural gas price deconstruction and risk decomposition • Intermediate to advanced knowledge of natural gas curve structure and configuration • Intermediate to advanced knowledge of risk system architecture #LI-DNI