Market Risk Analyst
This position will have a primary responsibility for valuation and risk measurement of a portfolio of complex natural gas derivative products. While performing this task, the individual will be developing techniques for valuation improvement, managing and updating market derived inputs to the valuation and risk measurement process, and responding to specific inquiries from management on valuation and risk related topics. This fast-paced opportunity will provide a balance of daily workflow responsibilities and fundamental research.
Essential Job Functions:
- Manage and update market derived inputs to the valuation and risk measurement process
- Respond to specific inquiries from management on valuation and risk-related topics
- Provide quantitative support to the Head Traders and Physical Traders with respect to market data and deal valuation
- Develop techniques for valuation improvement
- Research and gather market information as needed
- Investigate complex deal structures and confirm the valuation is consistent with expected value
- Prepare and present valuation information to TMV’s leadership on a regular basis
- Provide assistance and train new Market Risk Analysts
- Make supported valuation decisions regarding the Valuation of complex deal structures
- Dependable, reliable and predictable attendance is required
- Results – Consistently completes assigned tasks and projects by meeting or preceding deadlines, and exceeding expectations of supervisor. Analyzes problems and makes well-reasoned, sound decisions. Plans, organizes and prioritizes workload to make best use of resources. Displays drive and initiative. Leads change and can translate business strategy into specific goals.
- Customer Focus – Viewed as business partner by customer. Able to independently anticipate and act upon internal and external customer needs. Deals effectively with changes in priorities, unexpected events or unanticipated demands. Delivers service that consistently exceeds quality standards.
- Communication Skills – Candid, clear and concise in communication. Effectively matches style, tone and method to audience. Listens and often asks appropriate questions when necessary. Communicates information to others in a positive and professional manner. Exemplifies confidence when communicating with all levels of management.
- Teamwork – Accepts responsibility as a team member and works to create high morale. Actively attentive to the concerns of others and the development of their potential. Interacts successfully with people of all levels. Effectively delegates work and responsibility to achieve positive results.
- Job Knowledge – Outstanding knowledge in job and/or department. Constantly strives to gain additional expertise and knowledge. Seeks out assignments or opportunities to broaden or strengthen skills. Uses knowledge in creative and effective manner. Inspires others to stay current in technical expertise.
- Technical Skills – Holds himself/herself and others to high standards. He/she strives to maintain technical expertise, is proactive and inspires others.
- Bachelor’s degree in Accounting, Finance, Economics, or Mathematics
- 2+ years’ experience
- Master’s Degree in relevant field preferred
- Experience with physical commodity trading, financial derivatives and/or options preferred
- Familiarity with physical and financial products traded in the natural gas market
- Understanding of accounting, finance theory and mathematics with an emphasis in statistics
- Strong analytical and problem solving skills
- Passion for continuous improvement and investigation
- Strong PC skills including familiarity with database structuring and management
- In-depth experience utilizing Excel to write complex formulas and utilize a wide variety of tools such as pivot tables, goal seek, VBA
- Excellent written and verbal communication skills
- Ability to work as a member of a team in a multi-project environment with limited supervision and meet fast-paced deadlines
- Ability to effectively work, communicate, and relate to a wide variety of personalities at different levels
- Willingness to work long hours as necessary to get the job completed on time and at the highest level of quality
- High personal standards for performance and integrity
Ability to use standard office equipment such as PC, telephone, calculator, printer, copy and fax machines. Position may require extended work hours on short notice. All work will be performed in an indoor office environment and may require extended periods of sitting, standing and bending and typing/data entry.
Physical Requirements and Working Conditions:
The job will require sitting in an indoor office environment, the need to visually read various written materials including, but not limited to paper documents and computer monitors. The job may also require standing, bending, walking, lifting up to 10 lbs., carrying, pushing, pulling, climbing, kneeling, crouching, driving, and airline travel. The incumbent will have the ability to use standard office equipment such as PC, printer, telephone, calculator, and copy and fax machines. Travel required to meetings in other office buildings including local and domestic.
Tenaska is an equal opportunity employer.
Bachelors or better in Accounting or related field.
Bachelors or better in Economics or related field.
Bachelors or better in Finance or related field.
Bachelors or better in Mathematics or related field.
2 years: Similar position experience