Pricing Manager in Power Markets, Quantitative Risk & Strategic Analysis

Key Responsibilities

• Manage the daily forward curve construction of a large set of power futures and options contracts and continue improving the pricing process
• Enhance the futures pricing methodology through fundamental analysis of the underlying power markets
• Analyze multi-million row datasets, produce reports to communicate with senior management, and create tools to automate workflows
• Conduct research and synthesize information from a variety of sources, including the internal data, model outputs, and market/industry data and research reports, to monitor the competitive landscape and support the development of new power derivatives contracts and services
• Develop and assess risk management approaches for customer portfolios, including pricing and risk management models for existing and new power derivative contracts
• Manage inquiries from both internal (senior management and the Board) and external (customers and regulators) sources regarding the exchange operations

Skills, Knowledge and Expertise

• Bachelor’s degree or higher in quantitative finance, economics, statistics, applied mathematics, engineering or comparable area
• 6+ years of experience working in quantitative analytical roles, ideally in financial service industries
• 3+ years of experience in the power markets, such as power spot market and FTR market analysis. Experience in running power flow models and power grid analysis
• Proficient in scripting language, such as Python or R (at least one is required)
• Outstanding quantitative skills
• Strong problem-solving ability
• Strong communications skills

• Ability to work a hybrid schedule (3-days a week) onsite in Tysons Corner office

Benefits