Job ID: | Job-0510 | Job Title: | Sr. Structuring & Quantitative Analyst | location: | Newark, NJ | Job type: | Permanent | Description: | Develop complex computer models and provides high-level statistical analysis for Energy Marketing and Origination. Works closely with marketers, traders, risk managers and quantitative analysts in the ERT Risk Management group to analyze complex market structures, develop viable strategies and create new high-margin products for application to hedging the Company's Power generation portfolio, and for third party customer needs.
- Develop and direct the statistical and mathematical analysis of complex problems that include option value determination, Marketing strategy development and new product design. Analyze option products that are offered to Company ER&T Marketing in the market. Design new profitable product structures that marketers can sell to customers for hedging purposes.
- Develop and apply statistical and mathematical techniques to the analysis to the portfolio of Marketing transactions to mitigate risk and enhance value. This includes reviewing, critiquing and applying new analytical structures to transaction portfolio; interacting with the risk managers to develop and implement new strategies to improve quality of the Marketing portfolio.
- Directly participate with Regional Marketers on external customer calls in order to understand and address customer needs with transaction structures. Interact with ERT Generation Portfolio Managers to develop new hedging products that enhance earnings for the regional portfolios.
- Interact with senior management to assure that pricing, hedging and risk evaluation techniques applied to potential Marketing transactions are based on solid methodologies approved and monitored by ERT and Corporate Risk Management. Ensure that appropriate control systems are in place to manage above responsibilities.
- Design and implement analytical and transactions valuation and procedures including business processes and information flow to insure effective transaction pricing, hedging, risk evaluations , timely reporting and availability of suitable management information
Required: - Candidate must possess analytical and problem-solving skills, strong communication and interpersonal skills, be results oriented, creative and innovative, be a team player, show leadership and decision-making abilities. - Must be conversant with state-of-the-art statistical techniques, accounting principles, and internal control procedures. - Ability to analyze markets and develop new financial products for hedging or sale to the market participants. - Ability to perform at sustained high energy and performance level and generate innovative and creative ideas/concepts.
Required: - B.S. in mathematics, statistics, physics or finance or equivalent experience is essential as well as possessing a high level of statistical, mathematical financial, and engineering techniques and the ability to apply to a range of diverse problems and issues. - Experience working in financial or commodity trading environments - Experience developing complex models including Monte Carlo simulations -Candidate must foster an inclusive work environment and respect all aspects of diversity. Successful candidate must demonstrate and value differences in others' strengths, perspectives, approaches, and personal choices.
Desired: -Masters or Doctorate in above disciplines . -Exceptional programming skill in Matlab, VBA, and C++. -Experience in modeling generation and consumption products with Weather Delta software is also highly desirable.
The Candidate 7+ to 10 years of experience Management Experience Required - No Minimum Education - Bachelor's Degree
Skills and Certifications (bold if required) Masters or Doctorate in above disciplines Exceptional programming skill in Matlab, VBA & C++ Experience in modeling generation Experience with Weather Delta software
Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume.
PAID RELOCATION. NO VISA TRANSFERS. NO OVERSEAS RESUMES. NO 3RD PARTIES. To receive a complimentary subscription to my job search ezine, No B.S. Job Search Advice, go to www.JeffAltman.com to subscribe.
Receive tweets from Twitter with job search tips and job listings – TheBigGameHuntr | |