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