Financial Analyst - Enterprise Risk Management
Southern Company - Atlanta, GA

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The Analyst position serves as the key analytical function within Risk Analysis Services (RAS), a group within the Enterprise Risk Management department of SCS Finance. Working in close collaboration with other analysts as well as year-round interns, the Analyst retains primary responsibility for risk analysis related to interest rates, debt issuance strategy, commodities, and foreign exchange, among others. Core requirements of this function include the ability to model complex business problems, an ability to explain technical results and strategy to a non-technical audience, and being able to develop key relationships across the organization.

JOB RESPONSIBILITIES

Analysis of interest rate derivatives including valuation, model calibration, and simulation: Black 76, CIR, Vasicek, HJM
Commodity futures and derivatives analysis, valuation, model calibration and simulation: GBM, HJM, MRJD, Schwartz-Smith Two Factor
Analysis related to foreign exchange, weather, energy, emissions and exotic derivatives valuation and modeling
Structured fixed income products analysis, valuation and modeling
Credit risk (MTM, default, margining and other credit event) modeling on power/gas and credit derivatives valuation
Option implied probability analysis on commodity, equity and interest rates
Numerical procedures: Binomial trees, Monte Carlo simulation, Finite difference methods
Efficient Frontier and asset allocation optimization, Hedging strategies optimization, Value at Risk modeling, Stress Testing and Scenario Analysis

JOB REQUIREMENTS

Master of Science in Mathematical Finance, Financial Engineering, Mathematical Risk Management, Economics or Statistics, or similar field of study
Knowledge of options theory, econometrics, statistics and advanced calculus, including simulation
Ability to analyze and model complex business issues in a way that can be used to make better business decisions
Demonstrated ability to explain complex and technical information to a general business audience. Ability to develop working relationships with key contacts across the organization
Knowledge of VBA, Matlab, and at least one designated statistical package (Stata, Eviews, or other)

With 4.4 million customers and more than 42,000 megawatts of generating capacity, Atlanta-based Southern Company (NYSE: SO ) is the premier energy company serving the Southeast. A leading U.S. producer of electricity, Southern Company owns Alabama Power, Georgia Power, Gulf Power, Mississippi Power, Southern Nuclear, Southern Power, SouthernLINC Wireless and Southern Telecom. Southern Company also has a growing competitive generation company. Southern Company brands are known for excellent customer service, high reliability and retail electric prices below the national average. Southern Company is consistently listed among the top U.S. electric service providers in customer satisfaction by the American Customer Satisfaction Index (ACSI).

We offer a competitive compensation package. Equal Opportunity Employer 182040

Southern Company - 21 months ago - save job - - block
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