Sr Analyst, Market Risk

TXU Energy (Vistra Corp) • Irving, TX

22h • Onsite

About The Position

This position will be primarily responsible for supporting a broad range of PL & Risk analytics activities including, but not limited to, developing and managing validations for non-market observable curves, creating, validating, and publishing daily position and P&L reports, managing daily price curve workflows owned by Market Risk, performing quality assurance of Risk Control reports and supporting cross-functional development projects which would enhance existing risk data systems. The analyst will deal with numerous aspects of commodity risk including market risk, credit risk, operational risk and compliance.

Requirements

• Exceptional analytical and problem-solving skills.
• Highly organized with the ability to multi-task.
• High proficiency in Microsoft Office products (Excel, Word, Access and Power Point).
• 3 years experience in finance, economics, engineering, computer science, physics, mathematics, or related quantitative discipline.
• Experience gained through college degree programs and/or certifications is applicable to above skills.
• Minimum education is HS Diploma or equivalency.

Nice To Haves

• Knowledge of Power markets, including structure, rules, and operations preferred.
• Familiarity with Allegro ETRM (Energy Trading and Risk Management) software is considered an asset.

Responsibilities

• Create, validate, and publish daily position and P&L reports using Excel, SQL, and VBA models.
• Provide performance attribution and key P&L drivers related to the natural gas, electricity, coal, emissions, nuclear, and weather markets.
• Interface with front office traders, planning, accounting, pricing, confirmation and deal entry, and other Vistra reporting groups to meet ad hoc report requests.
• Support cross-functional development projects which would enhance existing risk data systems.
• Run daily/monthly liquidity forecast, potential future exposure and perform attribution on results.
• Validate that all price curves meet established Risk policies.
• Review and develop new pricing methodologies for unobservable markets.
• Perform price curve visibility assessments for quarterly reporting.
• Perform data integrity checks across all systems.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: High school or GED