Energy Risk Analyst

Sempra Energy; Atlanta (GA); On-site; USD 120,000 - 180,000; Full time

Job summary

Sempra Energy in Atlanta is seeking a highly skilled quantitative analyst to develop and perform a broad spectrum of analyses in support of wholesale commodity trading and other commercial operations.

You will administer risk processes, support risk management, and interact with multiple teams to ensure accurate reporting and timely actions. The role requires 3+ years of relevant experience and strong modeling capabilities.

Qualifications

• Bachelor's degree in a quantitative field from a top-tier program.
• 3+ years of trading, structuring or quantitative analysis experience in energy or financial markets.
• Ability to apply abstract theory to practical risk solutions.
• Must be a team player, multitasker and respond quickly to changes.
• Knowledge of VaR, options valuation, and risk management methodologies.
• Knowledge of commodities markets (especially natural gas) and common finance practices.
• Knowledge of Excel and ability to learn industry fundamentals quickly.
• Ability to explain work clearly to others and interact with management.
• Knowledge of OpenLink.

Responsibilities

• Administers processes, models and data to calculate risk and prepare reports (P&L, VaR, etc.).
• Serves as risk management contact for trade capture system maintenance and related activity.
• Provides analytical and modeling support to risk management and product structuring.
• Performs quality control review for reporting and modeling prepared by others.
• Monitors risk limits and notifies Risk Manager and traders of breaches promptly.
• Collaborates with IT, Back Office, Credit, Traders and Schedulers to resolve issues.
• Performs other duties as assigned (no more than 5%).

Skills

Excel

VaR

Options valuation

Risk management

OpenLink

Commodities markets

Trading experience

Modeling

Education

Bachelor's degree in a quantitative field

Master’s degree in a quantitative field

Job description

Full job description
Primary Purpose
Responsible for developing and performing a broad spectrum of quantitative analyses in support of the Sempra Infrastructure wholesale commodity trading functions and other commercial operations.

Duties and Responsibilities

• Administers processes, models and data used to calculate daily/weekly/monthly risk (P&L, VaR, etc.) and position metrics and market summarization and prepares associated reports.
• Serves as the risk management contact for trade capture system maintenance to include maintaining trading books, markets, locations, product definitions and any other risk management activity within the trade capture system.
• Provides analytical and modeling support to risk management and product structuring efforts.
• Performs quality control review for reporting and modeling prepared by others in the Risk and Structuring group.
• Monitors risk limits and notifies Risk Manager and traders of limit breaches in a timely manner.
• Works with IT, Back Office, Credit, Traders, and Schedulers to resolve issues that arise from time to time.
• Performs other duties as assigned (no more than 5% of duties).

Required Qualifications

• Mathematics, statistics, economics, business, or another quantitative field from a top tier program.
• 3+ years of trading, structuring or quantitative analysis experience in energy or financial markets.
• Ability to apply understanding of abstract theory in a focused, practical manner to develop and implement effective solutions to real world problems.
• Must also be a team player, comfortable with multitasking and responding rapidly to frequent changes.
• Knowledge of VaR, options valuation, and risk management methodologies.
• Knowledge of commodities markets (especially natural gas) and common finance/risk management practices.
• Knowledge of Excel.
• Ability to quickly familiarize oneself with industry fundamentals.
• Ability to organize thoughts and clearly explain work to others orally and in writing.
• Ability to interact with all levels of management in a professional and team‑building manner.
• Knowledge of OpenLink.

Preferred Qualifications

• Master’s degree in mathematics, statistics, economics, business, or another quantitative field from a top tier program.
• Energy or commodity industry experience strongly preferred.

Equal Opportunity Employer Minorities/Women/Protected Veterans/Disabled