Market Risk (Portfolio) Analyst
Washington Gas Careers - Washington, DC

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Provides daily in-depth and timely risk analysis and reports on compliance with all requirements and mandates listed in Washington Gas Light and Capitol Energy Ventures Corp. policies and procedures. Monitors risk management controls and gathers and maintains independent market data for portfolio valuation.

  • Provides end-of-day reporting and risk analysis for the Company’s utility and asset optimization portfolios (Position, Profit & Loss, Value at Risk, etc.).
  • Identifies, comprehends and captures the risks of natural gas transactions.
  • Maintains market prices used for valuing the portfolio in the trade management systems.
  • Identifies, analyzes and disaggregates structured deals into the appropriate risk instruments for valuation.
  • Maintains current list of all risk limits at their appropriate level of granularity (i.e. by trader, by commodity, by location, etc.); maintains lists of all non-risk limit compliance items with which transacting personnel are required to comply.
  • Tracks and maintains exceptions to documented policies/procedures and provides daily reports to supervisory management
  • Works with front office to identify anomalies in position reporting and valuation.
  • Maintains log of incidents of non-compliance for reporting to Risk Management Committee and/or the Board of Directors.
  • Provides analytical explanation of daily reports.
  • Provides data from trading portfolios to other internal organizations as requested.
Job Description - Requirements
  • Bachelor’s degree in mathematics, economics, finance or related quantitative field.
  • Master’s degree or MBA in a quantitative discipline preferred.
  • A minimum of 3 years of experience in risk management, finance or quantitative analysis required. A related Master’s degree or MBA may substitute for 1 year of required experience.
  • Energy industry experience preferred.
  • Proven ability to use computer software and applications, including Microsoft Office and advanced Excel, to share, retrieve, research and present business information. Proficiency in VBA preferred.
  • Demonstrated self-motivation, detail orientation, and ability to produce accurate work .
  • Demonstrated ability to analyze and interpret data, and to identify relevant issues in solving business problems.
  • Demonstrated ability to work/multi-task in a fast-paced environment.
  • Demonstrated understanding of mathematics underlying standard natural gas transactions.
  • Demonstrated ability to communicate logically and concisely both verbally and in writing to diverse audiences at all organization levels, including senior management, functional specialists and managers, developers, and other IT staff, as well as external consultants.
  • Proven ability to write technical information for non-technical audiences.
  • Excellent organizational, problem solving and analytical skills.
  • Demonstrated ability to work within a team environment to achieve common goals, as well as the ability to work independently to complete assigned activities.
Washington Gas is an Equal Opportunity Employer.

Applicants are considered for positions without regard to race, ethnicity, religion, sex, national origin, sexual orientation, age, marital status, medical condition, disability, or other legally protected status.

Washington Gas - 19 months ago - save job - block
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