Lead team of quantitative analysts responsible for modeling complex transactions and portfolio positions, including power generation, complex derivatives, hedging strategies and trading assets.
Ensure Wholesale portfolio valuation and risk metrics are robust and representative, including GMaR, VaR, scenario and stress testing.
Work closely with senior management to develop a robust but flexible risk modeling and reporting framework that reflects leading market practices to identify, monitor and report key portfolio risks.
This is a key management role requiring strong communication and leadership skills. The successful candidate must possess strong problem solving skills along with the ability to show leadership and decision-making abilities.
NRG Energy - 17 months ago