Lead Energy Risk Modeler: Valuation & Structuring

Luminant; Irving (TX); Hybrid; USD 120,000 - 170,000; Full time

Job summary

Vistra is seeking a Lead Risk Analyst – Modeling & Valuation in Irving, Texas. This role analyzes and values structured energy transactions across power, gas, and environmental products, bridging origination, trading and risk to produce robust valuations.

You will build and refine valuation models, work with forward curves, volatility, and correlations, and present insights to stakeholders. The ideal candidate has a quantitative degree, 3–5 years of relevant experience, and strong Python/SQL/C++

Qualifications

• Bachelor’s degree in a quantitative field (e.g., Applied Mathematics, Statistics, Finance, Engineering) or equivalent.
• 3–5 years of experience in Structuring, Risk Management, or Trading.
• Proficiency in Python, SQL, R or C++.
• Strong computer skills including Excel and the Microsoft suite.

Responsibilities

• Lead valuation and structuring of complex transactions including PPAs, tolling agreements, asset valuations, and retail structures.
• Translate commercial opportunities into quantitative models to support pricing, negotiation, and execution.
• Develop and maintain advanced valuation models with scenario analysis and simulation techniques.
• Identify key drivers of value and risk across transactions and communicate implications to stakeholders.
• Enhance and standardize modeling tools, methodologies, and valuation frameworks.
• Translate model inputs (forward curves, volatility, correlations) into actionable risk insights and pricing strategies.
• Bridge advanced quantitative modeling and commercial decision-making for Origination, Trading, and Risk stakeholders.

Skills

Python

SQL

R

C++

Financial modeling

Education

Bachelor’s degree in quantitative field

Tools

Excel

PowerPoint

Word

Job description

Vistra is seeking a Lead Risk Analyst – Modeling & Valuation in Irving, Texas. This role analyzes and values structured energy transactions across power, gas, and environmental products, bridging origination, trading and risk to produce robust valuations.

You will build and refine valuation models, work with forward curves, volatility, and correlations, and present insights to stakeholders. The ideal candidate has a quantitative degree, 3–5 years of relevant experience, and strong Python/SQL/C++