Sr Analyst, Market Risk

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

This position will be primarily responsible for supporting a broad range of PL & Risk analytics activities including but not limited to developing and managing validations for non-market observable curves creating validating and publishing daily position and P&L reports managing daily price curve workflows owned by Market Risk performing quality assurance of Risk Control reports and supporting cross-functional development projects which would enhance existing risk data systems. The analyst will deal with numerous aspects of commodity risk including market risk credit risk operational risk and compliance.

Job Description

Key Accountabilities

• Create validate and publish daily position and P&L reports using Excel SQL and VBA models.

• Provide performance attribution and key P&L drivers related to the natural gas electricity coal emissions nuclear and weather markets.

• Interface with front office traders planning accounting pricing confirmation and deal entry and other Vistra reporting groups to meet ad hoc report requests.

• Support cross-functional development projects which would enhance existing risk data systems.

• Run daily/monthly liquidity forecast potential future exposure and perform attribution on results

• Knowledge of Power markets including structure rules and operations preferred.

• Familiarity with Allegro ETRM (Energy Trading and Risk Management) software is considered an asset

• Validate that all price curves meet established Risk policies

• Review and develop new pricing methodologies for unobservable markets

• Perform price curve visibility assessments for quarterly reporting

• Perform data integrity checks across all systems

Education Experience & Skill Requirements

• Exceptional analytical and problem-solving skills

• Highly organized with the ability to multi-task

• High proficiency in Microsoft Office products (Excel Word Access and Power Point).

• 3 years experience in finance economics engineering computer science physics mathematics or related quantitative discipline; Experience gained through college degree programs and/or certifications is applicable to above skills

• Minimum education is HS Diploma or equivalency

Key Metrics

• Position and P&L reporting timeliness and accuracy

• Price completeness and accuracy

• Price curve validation compliance

• Methodology assessments

• Price curve analytics

Job Family

Risk Management

Company

Vistra Corporate Services Company

Locations

Irving Texas

Texas

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.

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