Strategic Power & Gas Market Risk Analyst

Centalion; Houston (TX); On-site; USD 120,000 - 180,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Market risk

VaR analysis

P&L attribution

Excel VBA

Communication

Stakeholder mgmt

Time management

Pressure handling

Education

Bachelor’s in Finance/Economics/Mathematics/Engineering

MS/MA preferred

FRM/PRM a plus

Tools

Endur

Allegro

Murex

Calypso

SQL

Python

Power BI

Tableau

Job description

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.