Economic Valuation Analyst

Job Description:

The position requires using knowledge of and experience with modeling and valuing multi-commodity transactions, and leveraging E/CTRM systems, integration, an methodical processes to: value the energy and economic pricing structure; capture environmental (RGGIs, RECs, Carbon Allowance) including inventory and regulations; classify derivative account treatment; test risk simulations (stochastic) and deal valuation methods; create decision-based analysis and reporting to support commodities trading and asset management; provide project leadership including business and economic evaluation analysis on key Energy/Commodities Trading and Risk Management (E/CTRM) implementation and business process improvement projects; define the economic business requirements to capture the trade deal economics for both physical and financial commodities transactions, including renewables; define how to classify the instruments in the energy trading and risk management system based on commodity, instrument type, and economic pricing structure; understand and incorporate Regional Greenhouse Gas Initiative (RGGI) market regulation policies within the E/CTRM platform, to facilitate proper allocation of allowance credits to anticipate demand obligations; determine how to track the individual accounting treatment of the derivative transaction in the energy trading and risk management system; research and maintain policy awareness of US Renewable Portfolio Standards governing Renewable Energy Certificates (RECs) mandates for each ISO market structure; advise on designs for REC and Carbon allowance management systems to enable clients to forecast demand obligations and allocate resources optimally; define risk management simulation techniques and complex deal valuation methods required to facilitate economic scenario analysis e.g.: Monte Carlo, Black-Scholes, Intrinsic-value, binomial; design test cases and programs to validate report output for deal economics and transaction valuations; validate and test the transaction modeling related to the transaction economics and related mark-to-market valuation for both linear and non-linear instruments; and compile, analyze, and report valuation data related to deal economics to facilitate client trade and risk management decisions.

: The minimum requirements include a Bachelor’s degree in Finance, Economics, or related field, and 5 years’ experience evidencing demonstrable ability to perform the stated job duties. Travel required 10% of time to client sites. Occasional remote work permitted as allowed. New hires are subject to background checks.