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Market and Transaction Risk Analyst, Sr

San Francisco, CA, US, 94105

Requisition ID # 29734

Job Category : Accounting / Finance

Job Level : Individual Contributor

Business Unit: Finance and Risk

Job Location : San Francisco

Department Overview

The Market and Credit Risk Management (M&CRM) department consists of Credit and Emerging Risk, Governance, Modeling and Forecasting, and Infrastructure and Controls functions.  PG&E engages in various standard and nonstandard natural gas and electric procurement activities, and it is the responsibility of the M&CRM department to facilitate transaction execution and assist in mitigating market, credit and liquidity risks associated with contractual obligations and associated potential liquidity requirements. 

 

Position Summary

Senior Analyst, Modeling and Forecasting is a team member participating in risk reporting and analysis.  The analyst will understand the market risk for multiple lines of business and analysis the drivers of change in metrics.  The analyst will work with the Energy Procurement group to analyze the impact of changing markets, portfolios, and/or strategies.  This position will work closely with the Analysis and Modeling group to enhance the Middle Office models as conditions warrant.  The analyst will be part of a collaborative group with flexible working arrangements.  The position reports to the Senior Manager of Modeling and Forecasting.

 

Job Responsibilities

  • Measure, monitor, and report various risk metrics around the portfolios of the three business lines
  • Monitor positions and analyze variances of resources, loads, contracts, and hedges
  • Interact with Energy Procurement to understand risk issues and recommend risk management monitoring strategies
  • Analyze model performance and recommend model improvements
  • Performance scenario analysis and stress tests to determine portfolio level impacts on energy procurement costs

 

Minimum Qualifications:

  • Bachelor’s degree in, Business, Engineering, Financial Engineering, Economics, Statistics, or Mathematics.
  • 5 years of experience in risk analytics and reporting, or related.

 

Desired:

  • Graduate Degree in job-related discipline or equivalent experience.
  • Utility or energy industry experience.
  • Experience with data models, and the ability to manipulate data within large data systems needed to perform at job level.
  • Demonstrated experience at process improvement
  • Experience valuing derivatives
  • Proven oral and written communication skills.

Hiring Leader Name: Mark Dean

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Pacific Gas and Electric Company is an Affirmative Action and Equal Employment Opportunity Employer that actively pursues and hires a diverse workforce. All qualified applicants will receive consideration for employment without regard to race, color, national origin, ancestry, sex, age, religion, physical or mental disability status, medical condition, protected veteran status, marital status, pregnancy, sexual orientation, gender, gender identity, gender expression, genetic information or any other factor that is not related to the job.

Our Mission

To safely and reliably deliver affordable and clean energy to our customers and communities every single day, while building the energy network of tomorrow.

Our Vision

With a sustainable energy future as our North Star, we will meet the challenge of climage change while providing affordable energy for all customers.

Our Culture

We put safety first.
We are accountable. We act with integrity, transparency and humility.
We are here to serve our customers.
We embrace change, innovation and continuous improvement.
We value diversity and inclusion. We speak up, listen up and follow up.
We succeed through collaboration and partnership. We are one team.

Company
Pacific Gas and Electric Company (PG&E), a subsidiary of PG&E Corporation (NYSE:PCG), is one of the largest combined natural gas and electric companies in the United States. Based in San Francisco, our 24,000 employees deliver safe, reliable, affordable and clean energy to nearly 16 million people throughout our Northern and Central California service area, stretching from Eureka to Bakersfield and from the Pacific Ocean to the Sierra Nevada.

More About Our Company

EEO
Pacific Gas and Electric Company is an Affirmative Action and Equal Employment Opportunity employer that actively pursues and hires a diverse workforce. All qualified applicants will receive consideration for employment without regard to race, color, national origin, ancestry, sex, age, religion, physical or mental disability status, medical condition, protected veteran status, marital status, pregnancy, sexual orientation, gender, gender identity, gender expression, genetic information or any other factor that is not related to the job.


Nearest Major Market: San Francisco
Nearest Secondary Market: Oakland