Power & Gas Trading Risk Manager

Point72

New York, US
On-site
Gas and power trading risk
Credit, tail risk, liquidity, convexity
Stress testing and var frameworks
The paramount mission of the team is to protect the firm from excessive levels of exposure and ensure that risk-taking is efficient and deliberate

Job Summary

  • The paramount mission of the team is to protect the firm from excessive levels of exposure and ensure that risk-taking is efficient and deliberate.
  • Risk managers will lead research efforts to identify opportunities for improved risk management, investment behavior, and portfolio construction, with the goal of helping the firm deliver superior risk-adjusted performance.
  • Point72 offers substantial career opportunities, including a commitment to personal and professional development and rewarding innovation and creativity.

Matching Summary

The paramount mission of the team is to protect the firm from excessive levels of exposure and ensure that risk-taking is efficient and deliberate.

Skills & Requirements

Must-have

  • Gas and Power Trading risk
  • credit, tail risk, liquidity, convexity
  • stress testing and VaR frameworks
  • capital allocation framework
  • performance attribution frameworks
  • quantitative programming (Python, MATLAB, R)
  • SQL and large data sets

Nice-to-have

  • investor-led culture
  • innovation and creativity
  • emotional intelligence
  • proactively seek new ideas
  • work cooperatively with all levels

Key Requirements

  • Five or more years of experience
  • US and European power & gas products
  • risk manager or portfolio manager experience
  • High level of proficiency in SQL
  • quantitative programming experience
  • dealing with large data sets
  • Strong communication skills
  • prior experience interacting with portfolio managers

Work Rights

Not specified

Tailored Resume

Cover Letter