JERA Americas

Senior Manager, Market Risk

LocationHouston, TX
Job Typefull_time

About This Job

Summary Summary/Objective

The Sr Manager, Market Risk is responsible for monitoring, identifying, and analyzing the organization’s market risk exposure on a day-to-day and long-term basis to mitigate market risks for IPP, Fuels, and Asset-Backed Trading business lines.

Position Description Essential Functions

Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

Onboard and build out a new ETRM, Curve Management Tool, and BI Reporting tools

Developing standardized Position, P&L, Risk Metric reporting for all business units in JERA Americas
Understanding stochastic generation/asset modeling for position and margin management
Analyzing results and providing detailed P&L explain regarding portfolio changes
Work directly with the Quantitative and Fundamental Analytics (also in CRO group) to build “enhanced” analytics and sensitivities
Proposing valuable improvements to existing models or methodologies for evaluating portfolio risks
Assist in development of proper risk metrics
Perform analysis and monitoring including GMaR, VaR, Gen Delta, PFE and portfolio stress testing
Assist in modeling of capacity and congestion
Desire to be a part of a high performing and analytical team


Qualifications Required Education and Experience

Bachelor's Degree in a business discipline
Minimum of 5 years’ experience with risk analysis and valuation of wholesale power generation, and risk analysis and valuation in retail power business
ETRM & systems implementation experience
Experience with programming with at least one software language generally used in financial models like VBA, MatLab, SAS etc.
Experience with modeling of power markets Skills/Knowledge/Abilities
Model-building skills; experienced with analytical and data manipulation applications


Preferred Education And Experience

Advanced degree in a business discipline

JERA Americas does not accept unsolicited resumes from third party recruiters or employment agencies. In the absence of an executed Recruitment Services Agreement, JERA Americas shall have no obligation to pay any referral compensation or recruiter fee.

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