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Analyst, Market Risk Analytics

Analyst, Market Risk Analytics

NRG EnergyHouston, TX, US
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Analyst, Market Risk Analytics

The Analyst, Market Risk Analytics is responsible for analyzing financial and credit / collateral risks associated with energy trading and marketing activities, including the corresponding retail activity. This includes identifying and assessing potential risks, developing and implementing quantitative modeling, and monitoring and reporting on risk exposures. The position may also be responsible for developing, deploying and maintaining risk management tools.

Essential Duties / Responsibilities :

  • Evaluate the financial, credit and collateral exposure of complex integrated energy portfolios under dynamic market conditions
  • Conduct financial analysis and modeling to evaluate the financial and risk profile of potential transactions, along with the associated credit and collateral implications
  • Support the origination and execution of new business opportunities, including highly structured transactions, on a timely manner
  • Leverage problem solving, analytical skills, and new technologies to enhance and automate various risk processes
  • Capable of assembling disparate data sources to create a centralized view for scenario analysis of existing assets as well as prospective transactions
  • Work with senior risk managers to engage with portfolio managers and research analysts on topics such as risk limit usage, portfolio construction, tail exposure, and forward-looking risk events
  • Perform other duties as assigned

Minimum Requirements :

  • Bachelor's Degree from an accreted college or university is required
  • Minimum of five (2) years of energy electric or gas industry experience
  • Experience with Stochastic / Monte Carlo methods
  • Some knowledge of programming skills (i.e., Python, VBA, Matlab, R) and data management and analytical tools (i.e., Power BI, SQL tools)

    • Preferred Qualifications :

  • Bachelor's degree from an accredited college or university in a mathematics-oriented discipline (e.g. Statistics, Mathematics, Engineering, Economics, Finance, etc.) is a strong plus
  • Product knowledge in electricity and gas

    • Additional Knowledge, Skills and Abilities :

  • Detail oriented and able to produce accurate work products under rapidly changing priorities
  • Ability to work independently and manage multiple projects simultaneously
  • Experience with trading and risk management systems like Aligne, Endur, etc. is a plus
  • Strong written and verbal communication skills

    • Working Conditions :

  • Hybrid work environment with 3 days per week in office and 2 days remote
  • Trade floor / open office environment with frequent collaboration within and across teams
  • Majority of work performed on a personal computer in a seated position

    • Why NRG is a great place to work :

  • Great company culture!! Voted as a BEST employer by Forbes
  • A competitive total compensation package, including annual incentive and / or commission
  • Stock Purchase Plan
  • Benefits on the first day of employment - Medical, Dental, Vision, Life Insurance, and Short-Term Disability, Wellness program, etc.
  • Company-paid life insurance and disability insurance
  • 401 (k) plan to help save for retirement
  • Numerous discounts, including electricity discounts on NRG brands
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    Risk Analyst • Houston, TX, US