Risk Analyst Iii
CurrentWork in the energy trading commodities where I perform the following duties:* Monitor risk limits, * Analyze diversified/non diversified Value-at-Risk numbers* Process improvements to reporting through SQL/VBA coding* Comprehend and consult traders pertaining to speccific Credit, Operational, Regulatory and Makret risks.* Analyze structured deals, and the components driving P&L fluctuations.* Plant/generation monitoring to ensure accuracy within reporting* Monitor Plant availability capacity factors* Create Wholesale Power consolidated and individual stress tests* Perform daily attribution analysis on P&L drivers* Manage portfolios spread throughout the following regions Ercot, PJM, ISNE, NYISO, MISO, and WECC.* Resonsible for valuing, reporting and updating Financial Transmission Right (FTR's).* Report and analyze vanilla and exotic options. Utilize the Black Scholes/Black-76 model to break out greek components.* Analyze complex contracts asscoiated with energy procurement: wind, solar, waste etc.