Energy Market Risk Lead — Analytics & VAR Validation

PetroChina International (America), Inc.; Houston (TX); On-site; USD 120,000 - 160,000; Full time

Job summary

PetroChina International (America), Inc. seeks a lead Risk Analytics professional to oversee quantitative development across gas, power, crude and products.

Responsibilities include validating MTM valuations, developing VAR substantiation, back-testing and stress testing, and analyzing price, position and risk information to assess embedded risks in new transactions. The role requires strong Excel/VBA/Python skills, market risk expertise, and daily interaction with trading desks to ensure

Qualifications

• Strong Market Risk knowledge and experience.
• Advanced data analysis across datasets (linear & nonlinear).
• Experience with energy markets.

Responsibilities

• Lead risk analytics for multiple commodities and P&L substantiation.
• Validate MTM valuations and risk exposures across instruments.
• Develop VAR substantiation with back-testing and stress testing measures.
• Provide daily analysis of risk information and P&L drivers; validate VAR results.

Skills

Market Risk

Data analysis

Energy markets

Communication

Trading desk interaction

Tools

Excel

VBA

Python

Job description

PetroChina International (America), Inc. seeks a lead Risk Analytics professional to oversee quantitative development across gas, power, crude and products.

Responsibilities include validating MTM valuations, developing VAR substantiation, back-testing and stress testing, and analyzing price, position and risk information to assess embedded risks in new transactions. The role requires strong Excel/VBA/Python skills, market risk expertise, and daily interaction with trading desks to ensure