Enable job alerts via email!
Boost your interview chances
A leading energy firm is seeking a Risk Pricing Analyst to design and maintain crucial market curves for derivatives and physical products. This role requires strong quantitative skills and experience with ETRM software in a dynamic trading environment, ensuring robust risk management practices.
and Mathematics, 2 years of specific experience with commodity market risk management at a leading commodity trader, bank, hedge fund, or a master's degree or greater in a relevant field of study in lieu of experience. Experience in a commodity risk management environment. Familiarity with energy commodity market pricing publications and services. Proficiency or prior experience with energy trading and risk management (ETRM) software platforms. Background in a quantitative or technical discipline such as finance, economics, math, engineering, or IT. Strong interpersonal skills, including communication, teamwork, and conflict management.
Job Summary: The Risk Pricing Analyst is responsible for designing, developing, and maintaining forward and market curves for all physical and derivative products in CITGO’s trading portfolio. This role requires knowledge of ETRM price curve configurations, including expiry and holiday calendars, construction of formula-based forward and market curves, and configuration of complex derivative instruments (e.g., float-float swaps, options). The analyst will also provide backup for mark-to-market risk reporting analysts.
Mission & Values: Our shared mission and purpose is to create maximum value for our shareholders through the strength of our people. We aim to efficiently and reliably provide the energy that fuels society’s economies and improves our quality of life.
Additional Information: More openings from CITGO Petroleum Corporation.