Director, Modeling & Valuation
Director, Modeling & Valuation
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1 Vacancy
Job Description
If you have what it takes to become part of the Vistra family and would like to start a promising career with a global leader take a look at the exciting employment opportunities that are currently available and apply online.
Job Summary
The Director Modeling and Valuation provides strategic and operational leadership for two critical functions: Structuring and Quantitative Analysis. The role is accountable for setting direction driving innovation and ensuring high-impact outcomes across both domains with responsibility for talent development stakeholder engagement and enterprise value creation.Structuring: Leads the development of pricing strategies hedge planning and innovative solutions for complex structured products. Oversees market interfacing across wholesale bilateral and asset-backed contracts to align offerings with evolving internal and external customer needs. Partners with senior leadership and strategic corporate groups to provide forward-looking asset valuation services and support high-value investment decisions.
Quantitative Analysis: Directs the creation and governance of forward market curves for power gas coal emissions and renewable energy credits (RECs). Champions the advancement of analytical models supporting product structuring and valuation. Sets standards for estimating key market parameters including volatility and correlation. Ensures the integrity and scalability of enterprise-wide data architecture to enable sophisticated technical market and risk analysis.
Job Description
Key Accountabilities
- Lead the strategic design and oversight of structuring solutions with a focus on mitigating market risk optimizing cash flow managing cross-commodity exposures and aligning terminal payout strategies with corporate risk appetites and portfolio objectives.
- Direct the development and enterprise-wide implementation of advanced pricing and risk management frameworks across electricity natural gas annuities interest rate products and credit derivatives. Ensure alignment with regulatory standards and evolving market dynamics.
- Provide executive oversight for workload prioritization and cross-team resource alignment ensuring delivery excellence and operational efficiency across core analytical functions:
- Application of advanced quantitative and statistical methodologies including volatility term structures correlation matrices and market depth analytics to support dynamic market modeling for ERCOT Grid Optimization ERCOT Fundamentals & Analysis and Structuring teams.
- Leadership in model innovation and governance ensuring robust valuation models support high-impact origination and commercial strategy decisions.
- Oversight of real-time ERCOT market data infrastructure enabling scalable high-frequency parameter estimation and technical analytics for strategic forecasting and decision support.
Education Experience & Skill Requirements
- Minimum 10 years of progressive experience in Structuring Trading Origination Finance or related quantitative disciplines including demonstrated leadership of cross-functional or technical teams.
- 5 years of people leadership experience with a proven track record of building mentoring and scaling high-performing teams across analytics structuring or risk functions.
- Strong fluency in modern programming languages and data platforms including Python SQL and/or cloud-native toolsets (e.g. Azure AWS Databricks); prior experience managing technical teams responsible for time-series analytics and model development.
- Expertise in stochastic modeling financial engineering and parameter estimation with practical applications in energy markets and derivative valuation.
- Deep understanding of wholesale and deregulated energy markets market structures and the financial and operational drivers of physical and financial trading portfolios.
- Extensive experience supporting deal structuring origination and risk transfer including direct engagement with commercial and executive stakeholders.
- Demonstrated proficiency in database architecture data governance and the deployment of analytical tools for enterprise use.
- Superior executive communication skills with the ability to translate complex technical insights into actionable recommendations for senior leadership.
- Proven ability to drive analytical innovation shape strategy and align technical capabilities with commercial objectives.
- Advanced degree in a quantitative discipline (e.g. Financial Engineering Applied Mathematics Statistics Economics) or MBA strongly preferred; CFA ERP or FRM certifications are advantageous.
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Job Family
Risk ManagementCompany
Vistra Corporate Services CompanyLocations
Irving TexasTexasWe are a company of people committed to: Exceeding Customer Expectations Great People Teamwork Competitive Spirit and Effective Communication. If this describes you then apply today!
If you currently work for Vistra or its subsidiaries please apply via the internal career site.
It is the policy of the Company to comply with all employment laws and to afford equal employment opportunity to individuals in all aspects of employment including in selection for job opportunities without regard to race color religion sex sexual orientation gender identity pregnancy national origin age disability genetic information military service protected veteran status or any other consideration protected by federal state or local laws.
Required Experience:
Director
Employment Type
Full-Time
