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Quantitative Risk Analyst

  • LocationHouston, TX 77002 - United States
  • Positions1 Position
  • Published At:a month ago

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  • Job no: 55273ENBJP00013102
  • Categories: Information Technology

On behalf of one of North America’s largest natural gas distributors, we are looking for a Quantitative Risk Analyst in Houston, TX

The manager is looking for candidates with Quantitative Risk Analyst. We need a quantitative analyst with heavy openlink/endur experience in risk measurement and quantification of Value at Risk (VaR) model outputs, curve configuration, pricing, price correlations etc along with the ability to translate those and other related data elements/inputs in the risk system which drive daily VaR result movements into reports/explanations of why VaR changed as it did.

Description:

Position Accountabilities:

  • Work directly with the Product Control team to develop Power BI analytical models which identify and explain significant drivers of exposure and Value at Risk movements for daily risk reporting purposes using Endur/Openlink data
  • Create reporting which identify significant drivers of Value at Risk movements for daily risk reporting purposes with senior management and commercial audience

Required Skills/Qualifications:

  • Deep understanding of Value at Risk calculations – Monte Carlo and parametric
  • 10+ years of Openlink/Endur experience in a reporting or systems support role
  • Strong knowledge of curve configurations for Canadian and US Crude oil pricing for the Openlink/Endur Energy Trading Risk Management System
  • Ability to recognize data trends to identify and explain significant drivers of profitability, exposure, and Value at Risk movements for daily risk reporting purposes. Explanations will be used for senior management communications and commercial communications
  • Identify improvements in current risk reporting formats quantifying exposure measurement and aggregation with complex data inputs
  • Deep knowledge and understanding of risk management for physical and financial crude oil commodity risk
  • Effective communication style with the ability to convey complex ideas to others including Product Control and Commercial/Commercial Support teams
  • Advanced Math or Engineering degree preferred
  • Prior experience running and analyzing results of VaR in Openlink and possess the ability to design independent VaR models.
  • Strong reporting and aggregation skills for Endur/Openlink data in a high-volume data environment.


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  • Published on 26 May 2021, 9:32 PM