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发帖数: 109 | 1 Hi, I work at Risk Team in stamford based company. We have two opening in
the team. One senior and one slightly junior. If you are interested, contact
me at c******[email protected].
Please dont delete.
Job Description:
Develop new and efficient processes to run multiple scenarios analysis and
stress testings on a regular rhythm interacting with internal stakeholders.
Develop new methodologies for generating cashflow projections consistent
with analysts’ views on upside, baseline and downside scenarios in
midstream, upstream and power sectors.
Improve frameworks to quantify equity risk, commodity risk, market risk and
credit risk in the portfolios identified during stress testing
Validate the performance of quantitative models used or developed including
establishment of back-testing processes; document the risk analytics used to
select methodologies
Establish consistent processes to improve quantitative portfolio management.
As required, generate and report risk parameters (MTM exposure, volatility,
other Greek measures) to Quantitative Risk/Capital Allocation Group for
determining economic and regulatory capital.
Qualifications/Requirements:
Demonstrated track record in developing risk systems and financial economic
analysis
Excellent statistical analysis and programming skills (S-plus, matlab, sql,
etc.)
Eligibility Requirements:
Legal authorization to work in the U.S. is required. We will not sponsor
individuals for employment visas, now or in the future, for this job opening.
Desired Characteristics:
3+ years of experience in electric utilities / IPP (indpt power producer)
and conducted statistical analysis on system load demand, market prices,
plant capacity factor and dispatch.
MBA, MFE or CFA
Ph.D. in Economics, Finance, Statistics or technical field
In depth knowledge of global energy markets with direct experience in
corporate finance, energy market modeling and estimation techniques ie.
Energy market Valuations, Finance Econometric modeling, Commodity Risk
modeling / option trading.
Structured Transaction and quantitative finance experience
Team player and self starter |
