Job Title: Risk Analyst - Natural Gas - VaR - AKW
Date Posted: 10-31-2007
Job Location: Texas-Houston
Job Type: Full Time
Education Level: Bachelors Degree
Work Experience: 2+ to 5 Years
Job Shift: First Shift
Yearly Salary:70K-90K
Company Name: Parker and Lynch
Contact Information: Addis   Walker (
Job Description:
This position focuses on the Risk Analytics function of the Risk Control and Risk Analysis
(RCRA) team to provide independent support services to an energy commodity Marketing and
Trading unit.  


Key Job Responsibilities:  

        Responsible for implementation, maintenance and communication of VaR metrics 

        Validate and maintain forward price curves, volatilities and correlations used in
valuation.  LIM experience is desirable.

        Responsible for validation of all proposed transactions requiring models (models
built by commercial and structuring desk)

        Provide FEA storage and options model validation of proposed deal structures by
commercial desks

        Work with front office to vet structured transactions and ensure accurate and timely
deal capture in the risk trading system

        Assess commodity portfolio market price risks on a daily basis, including the
valuation of all physical and financial instruments

        Monitor and report open market positions against delegated trading authority limits
(volume, term, stop/loss, greeks and VaR)  

        Provide exception reports to Risk Control Supervisor, Risk Control Officer, and SBU
management as required to ascertain the accuracy and validity of trade data

        Responsible for the maintenance, communication and compliance of the Risk Polices and
Practices Manual

        Facilitate Sarbanes-Oxley compliance efforts for the Risk Control group, including
periodic testing and documentation

        Strong MS Excel, MS Access and modeling experience is desirable 

        OpenLink / Endur or other Risk trading systems experience is desirable
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