Senior Quantitative Risk Analyst | Sydney
|Position Type:||Full Time|
|Attachments:||No File Attached|
|Application Close Date:||12-May-2019|
A leading provider of peak, renewable electricity, Snowy Hydro has a world class reputation in engineering innovation and technical expertise. Snowy Hydro owns and operates a powerful combination of generation assets, including the 4200 megawatt Snowy Mountains Scheme. We also provide clean, efficient electricity and gas to over one million customers - households and businesses across the country through our retail energy business.
An exciting opportunity exists for a Senior Quantitative Risk Analyst to assist us with sound decision making. This is an important role that will see you using your strong analytical skills to provide commercial advice on risk and return.
Reporting to the Manager Portfolio Risk Management, some of your day-day will activities will include:
- Maintaining Market Risk Models including Stress Testing and Revenue-@-Risk;
- Continuously evolving Risk Management models to incorporate changes in the business and energy market;
- Developing new forecasting methodologies and parameterization to provide competitive and financially sound risk management;
- Contribute to the preparation of regular risk reports through measuring and monitoring market and credit risk exposures against approved limits;
- Presenting complex information to the wider business;
- Working with IT - participating in the ongoing development and upgrading of Risk Management Systems
To be successful in this role, you will possess:
- About 5-10 years proven experience in a similar role;
- Quantitative background in commercial/ business analysis;
- Experience within derivatives, analysis and financial markets;
- Tertiary qualifications in Finance or Quantitative related disciplines;
- Previous experience in the Energy industry will be beneficial;
- Proven coding experience in Python or similar will be beneficial.
You will also come across detail minded but with the ability to see the bigger picture. Strong communication skills with a knack for continuous improvement and excellent stakeholder relationship skills are some key attributes to be successful in the role.
For more information about this role or to apply, visit www.snowyhydrocareers.com.au.
Applications close on Sunday, 12th May 2019.