Job purpose
Analysing, measure and report on the credit and market risk of Statkraft's commercial activities in Peru and Chile, accurately reporting business results and monitoring that operations are carried out within the established risk limits. Likewise, they must collaborate in the elaboration and automation of tasks associated with the analysis of market risks.
With what results are the position supposed to contribute?
- Support the commercial activities in the Peruvian and Chilean markets.
- Implement the automation processes, system releases, Model Modifications, and other projects to improve the Risk Management activities.
- Responsible for using analytics to understand and effectively communicate the key drivers of market risk and stress testing to relevant stakeholders in risk and the front office.
- Calibrate and maintain risk and valuation models based on the methodology used by MGCM (Risk Management Peru & Chile) and MRRI (Risk Management International), and assess changes needed in risk measurements due to change in activities and/or market conditions.
- Verify compliance with M mandates in assessments for market activities and portfolio management.
- Perform independent valuations that combine the realized revenues (provided by BO) with their future value into a total Contribution Margin value and ensure a clear communication of profit/loss and risk metrics
- Facilitate the risk assessment and feasibility analysis of new deal structures and business proposals in close cooperation with the local Middle Office team and MRRI.
Competence requirements
- University degree in Science, Statistics, Math, Economics, Engineering or similar
- At least 3-4 years of experience in market risk management and quantitative analysis.
- In-depth knowledge of the power markets is an advantage.
- Comprehensive experience in assessing and reporting long-term market risks of a portfolio of assets/contracts.
- Solid knowledge of processes, financial reporting, and performance management.
- Programming language skills (e.g. Python) is an advantage.
- English and Spanish business fluent communication skills.
we offer:
- Attractive salary range
- Bonds
- Flexible schedule
- Professional development
