Senior Quantitative Risk Analyst | Sydney
|Position Type:||Full Time|
|Attachments:|| PD (1).pdf (PDF, 377KB)
|Application Close Date:||06-Jul-2018|
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 almost 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 work within energy trading to enable sound decision making at Snowy Hydro. This is an important role that will see you use your strong analytical skills to provide commercial advice on risk and return. Your experience working in analytics in a similar role will be an advantage. Strong communication skills with a knack for continuous improvement and excellent stakeholder relationship skills are key attributes in the successful candidate.
Reporting to the Manager Portfolio Risk Management, you will be responsible for:
Maintain Market Risk Models including Stress Testing and Revenue-@-Risk
Continuously evolve Risk Management models to incorporate changes in the business and energy market
Develop new forecasting methodology and parameterization to provide competitive and financially sound risk management
Contribute to the preparation of regular risk reports throughby measuring and monitoring market and credit risk exposures against approved limits
Presenting complex information to the wider business Working with IT - participate in the ongoing development and upgrading of Risk Management Systems
To be successful in this role, you will need:
Tertiary qualifications in Finance or Quantitative related disciplines
Experience within derivatives, analysis and financial markets
Strong communication skills with the ability to negotiate and influence
Ability to work to tight deadlines
Detail minded but with the ability to see the bigger picture
Ability to work in a variety of environments including as part of a team, leading a team, or working individually as required
For more information about this role or to apply, visit www.snowyhydrocareers.com.au.
Applications close on Friday 6th July 2018.