Senior Market Risk Analyst - Power & Gas

Centalion; Houston (TX); Presencial; USD 120 000 - 180 000; Tempo integral

Resumo da oferta

Centalion seeks a Senior Market Risk Analyst to own day-to-day market risk monitoring for gas and power portfolios across the Americas. This senior individual contributor role partners with trading desks, middle office, compliance, and finance to ensure disciplined risk-taking and robust controls.

You will design and run stress tests, provide forward-looking risk outlooks, and mentor junior risk analysts as the team scales. Strong Excel/VBA, and experience with Endur/Allegro/Murex are preferred.

Qualificações

• Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or related quantitative field.
• 5–8+ years’ experience in market risk, commodity risk, or trading support in gas/power or broader commodities markets.
• Direct experience with physical and financial gas/power products, time spreads, fixed-price contracts, storage, and LNG preferred.

Responsabilidades

• Monitor intraday and end-of-day market exposures (VaR, P&L attribution, Greeks where applicable) for gas and power portfolios.
• Enforce and report against trading limits, VaR and stress-test thresholds; escalated breaches and remedial actions.
• Review model inputs (curves, vol surfaces, hubs, heat rates) and raise model or input exceptions.
• Maintain and enhance valuation and risk models, testing methodologies and validating assumptions against market fundamentals.
• Monitor and enforce trading mandates, VaR limits, position limits, and stress thresholds; ensure governance and policy compliance.

Conhecimentos

Market risk

VaR analysis

P&L attribution

Excel VBA

Communication

Stakeholder mgmt

Time management

Pressure handling

Formação académica

Bachelor’s in Finance/Economics/Mathematics/Engineering

MS/MA preferred

FRM/PRM a plus

Ferramentas

Endur

Allegro

Murex

Calypso

SQL

Python

Power BI

Tableau

Descrição da oferta de emprego

Job Title

Senior Market Risk Analyst - Power & Gas

Contract Type

Permanent

Time Type

Full time

Job Description

Position: Senior Risk Analyst — Gas & Power

Position Purpose & Summary

The Senior Risk Analyst — Gas & Power owns day‑to‑day market risk monitoring for our gas and power portfolios across the Americas, providing timely analysis, and risk reporting. This is a senior individual contributor role with clear career path to a manager role as the team grows. The role partners closely with trading desks, middle office, compliance, finance, and ops to ensure disciplined risk‑taking, robust controls, and actionable insights.

Main Responsibilities

• Market Risk Monitoring & Limits
  • Monitor intraday and end‑of‑day market exposures (VaR, P&L-attribution, Greeks where applicable) for gas and power portfolios.
  • Enforce and report against trading limits, dealer limits, VaR and stress‑test thresholds; escalated breaches and remedial actions.
• Stress Testing & Scenario Analysis
  • Design and run scenario analyses and stress tests (historical and hypothetical) to assess portfolio resilience under market shocks.
  • Provide forward‑looking risk outlooks and identify concentration or liquidity risks.
  • Assess exposure to tail risks, volatility spikes, and dislocations in gas and power markets.
• Trade Capture & Valuation Oversight
  • Review model inputs (curves, vol surfaces, hubs, heat rates) and raise model or input exceptions.
  • Maintain and enhance valuation and risk models, testing methodologies and validating assumptions against market fundamentals.
• Reporting & Controls
  • Monitor and enforce trading mandates, VaR limits, position limits, and stress thresholds.
  • Maintain strong control frameworks, audit trails, and policy compliance in line with internal and regulatory requirements.
  • Partner with Compliance, Legal, Credit, and Finance to ensure robust governance and adherence to risk policies.
  • Implement and improve risk processes and automated controls to reduce operational risk.
• Stakeholder Partnership & Advisory
  • Act as a trusted risk partner to traders and desk heads—provide real‑time decision support, trade‑level risk assessments and pre‑trade checks.
  • Train and mentor junior risk analysts; contribute to hiring and process scaling.

Competencies / Key Skills

• Strong quantitative and analytical capability with market intuition for gas & power markets.
• Understanding of extrinsic risk/options.
• Advanced Excel, VBA and experience with risk systems (e.g., Endur, Allegro, Murex, Calypso, or proprietary systems) and BI tools (Power BI/Tableau) preferred.
• Solid understanding of VaR, stress testing, P&L attribution, Greeks/option risk, and forward curves/shape dynamics.
• Excellent stakeholder management and communication skills—able to translate analysis into clear recommendations.
• High attention to detail, process orientation, and appreciation for controls and auditability.
• Ability to work under pressure, prioritize multiple requests, and provide timely outputs for trading hours.

Education

• Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or related quantitative field. Advanced degree (MS/MA) or professional risk certification (FRM, PRM) is a plus.

Experience

• 5–8+ years’ experience in market risk, commodity risk, or trading support in gas/power or broader commodities markets.
• Direct experience with physical and financial gas/power products, time spreads, fixed‑price contracts, storage, and LNG preferred.
• Proven track record producing risk reporting, P&L attribution and supporting front‑office decision making.

Technical Skills

• Proficient in Excel (advanced modelling), SQL or Python for data pulls/analysis.
• Familiarity with trading/risk platforms (Endur/Allegro, ETRM systems) and market data feeds.
• Experience with Workday or HR systems not required but helpful for internal coordination.

Our people make all the difference in our success.