Market Risk Analyst

The Market Risk Analyst is responsible for assisting in the evaluation of options, swaps and structured transactions, the daily valuation and position reporting of the risk portfolio, and assisting in developing, maintaining and calibrating models used in the risk management system.

Essential Job Functions

  • Identifies, comprehends, and quantifies the market risks associated with trades and structured deal
  • Updates data sets, risk factors, and calibrations used by the risk management system
  • Assists with the development and operation of risk models and the analysis of model results
  • Develops techniques for data interpolation and extrapolation
  • Calculates and monitors risk exposures, including mark-to-market and credit exposures
  • Ensures that all activities are within limits established by risk management policies
  • Periodically administer the credit policy and procedures
  • Investigate and answer data inquiries, respond to customer queries regarding reports and analyses
  • Dependable, reliable, and predictable attendance is required

The ideal candidate for this position will be a self-starter with experience evaluating structured transactions. He/she will have a solid grasp of statistics and a basic understanding of economics, finance and option theory. He/she will also have a working knowledge of mathematics/statistics software such as R and at least one object-oriented programming language.

Required Skills
  • Bachelor's degree in one of the following fields: Statistics, Mathematics, Economics, Finance, Computer Science/Engineering
  • Knowledge of energy markets and energy price forecasting models/datasets highly preferred
  • Familiarity with statistics and mathematics software such as R, Matlab, or Octave
  • Working knowledge of one or more object-oriented programming languages (C#, C++, Java, Python)
  • Proficient in Microsoft Excel and other Office products
  • Ability to meet daily deadlines with a high level of efficiency and accuracy in a fast-paced environment
  • Detail oriented, analytical mindset, and questioning attitude
  • Proactive approach toward identifying and solving problems
  • Strong work ethic, team attitude and willingness to work extended hours as workload requires
  • Excellent written and verbal communication skills

Tenaska is an equal opportunity employer.


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