Director, Market Risk

March 15

Intersect Power

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Enabling new pathways between clean electricity and the broader economy

Electrical Interconnection • Site Acquisition

51 - 200

💰 $2.4G Debt Financing on 2022-09

Description

• Ongoing development of the VaR & risk management platform • Develop & maintain proprietary power and gas curves using machine learning/regression • Monitor risk limits against risk management policies • Report VaR and risk limit status to Executive Team and/or investors • Monitor MTM of assets and report values • Work with Structured Origination on pricing of derivatives (Options, swaps) & hourly shaping

Requirements

• Superior front-end and back-end Python programming skills • Fluency in Pandas, NumPy, SK-Learn, Statsmodels, Scipy, Dash / Plotly • 10+ years of experience in a quantitative role • 3-5 years experience managing a risk team • Masters Degree in quantitative discipline preferred • Solid understanding of U.S. power and gas markets • Excellent oral and written communication skills

Benefits

• USD$160,000 - $170,000 or CAD$216,704 - $230,248 base salary with 30% - 40% annual target bonus • Access comprehensive medical, dental, and vision plans with 100% premium coverage • Benefit from a 3% non-elective employer contribution to your 401k or RRSP • Unlimited Paid Time Off (PTO) + two company-wide vacation weeks • Up to 12 weeks of fully paid parental leave • Access mental health and behavioral coaching services • Tech package including laptop, monitor, docking station, and more • Monthly food stipend on Grubhub and pet insurance allowance