The Valuation Analyst II delivers financial valuations of wholesale power derivatives and related products serving residential, commercial, industrial, and municipal customers. Products include load-following, deterministic, and block energy products, often bundled with capacity, renewable energy credits, ancillary services, and other products. The role values transactions of approximately 1 MW to 1,000 MW with terms of 3 to 36 months; the posting notes that these transactions may yield revenues up to $700 million. The analyst evaluates power futures and fundamental commodity estimates to develop forecasts using historical data analysis, multiple regression, number theory, logic, Monte Carlo simulations, scenario analysis, and proprietary models. The work draws on financial valuation and quantitative concepts such as statistics, probability, present value, portfolio theory, risk and return, discounted cash flows, comparable analysis, energy markets, binomial tree modeling, and calculus. The position also performs regional forecasting for energy, volatility, capacity, renewable energy credits, and ancillary services; maintains valuation models and team templates, including possible code development or maintenance; and researches laws, regulations, tariffs, and market procedures to model and forecast applicable costs. Additional ad hoc analysis may cover forwards, futures, options, interest rates, market conditions, exotic structures, weather products, and other financial or commercial assignments. The analyst is expected to pursue continuous improvement, train new team members, and uphold integrity and compliance.
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Job Type
Full-time
Career Level
Mid Level