Market Risk Analyst (Energy Commodity Markets)

TL;DR

Market Risk Analyst (Energy Commodity Markets): Ensuring accuracy of global VAR and historical simulation systems with an accent on identifying and resolving errors, and including new products. Focus on developing stress test scenarios, monitoring market conditions, and validating structured product deal valuation.

Location: Houston, Texas or Stamford, Connecticut

Company

hirify.global is a commodities trading company founded in 2013 by BTG Pactual Group, with a diversified business model and strong risk management practices.

What you will do

• Ensure accuracy of global VAR and historical simulation systems, identifying and resolving errors.
• Develop and maintain stress test scenarios, adapting to new products and changing market conditions.
• Monitor market conditions and trader positions, making recommendations on exposures and risk.
• Assist in validating structured product deal valuation, risks assessment, and model logic verification.
• Monitor traders’ compliance-to-risk controls.
• Work closely with the hirify.global Technology team to specify/prototype/validate new models and risk system tools and reporting capabilities.

Requirements

• A minimum of 3 years of experience in market risk in commodities.
• Proven experience and knowledge of North American physical and financial power and natural gas.
• Knowledge of derivatives, option pricing and greeks.

Nice to have

• Coding skills preferably in Python, if not, strong abilities in other languages such as R, SQL, VBA.
• Strong quantitative abilities and knowledge.
• Strong communication skills.

Culture & Benefits

• Competitive compensation and participation in hirify.global’s discretionary bonus plan.
• 20 days of annual holiday entitlement, excluding US public holidays (NYSE).
• Robust benefits package such as Medical, Dental, Vision, Life insurance, 401(k) match, and supplemental benefits partially subsidized by the Company.
• Eligibility to receive external and internal training.
• Inclusive and diverse work environment.