Director, Wholesale Analytics
Our client is a North American energy company with a large portfolio of power generating assets.
Reporting to the Vice President, Market Risk, the Director, Wholesale Analytics will be leading a team of quantitative analysts responsible for modeling complex transactions and portfolio positions, including power generation, complex derivatives, hedging strategies and trading assets. This is a key management role requiring strong communication and leadership skills, in order to succeed this individual must possess strong problem solving skills along with the ability to show leadership and decision-making abilities.
Key accountabilities and responsibilities:
- Ensure Wholesale portfolio valuation and risk metrics are robust and representative, including GMaR, VaR, scenario and stress testing,
- Work closely with senior management to develop a robust but flexible risk model and reporting framework that reflects leading market practices to identify, monitor and report key portfolio risks.
The ideal candidate will possess the following skills, experience and personal attributes:
- Minimum seven to ten years’ experience in energy sector.
- Minimum of Master’s degree in quantitative discipline
- Strong analytical and quantitative skills in energy and commodity markets
- Quantitative experience in North American power and gas markets
- Deep understanding of pricing tools, stochastic analysis, and Monte Carlo simulations as applied to risk metrics within commodity environment
- Hands on experience with trading and risk management systems
- Demonstrated ability to deal with and communicate complex portfolios and transactions
- Some knowledge of how ISO’s operate in North America would be an asset
- Ability to take complicated concepts and translate and present this to senior management
- Strong communication and leadership skills