AAPL
Career Center

Career Center

Job Seekers, Welcome to AAPL Career Center
Search Filters
Use this area to filter your search results. Each filter option allows for multiple selections.
Search Results: 75 Jobs
Save Agent
Loading... Please wait.
High Country News

Remote, Colorado

Bloomberg

New York, New York

CoServ Logo
CoServ

Corinth, Texas

Carnegie Mellon University Logo
Carnegie Mellon University

Pittsburgh PA

National Hydropower Association Logo
National Hydropower Association

Washington, D.C.

Washington State University Pullman Logo
Washington State University Pullman

Pullman, Washington

University of California Agriculture and National Resources

Calaveras County, California

Hoosier Energy Logo
Hoosier Energy

Spencer, Indiana

Rockwell Automation Logo
Rockwell Automation

Rockwell Automation Logo
Rockwell Automation

Rockwell Automation Logo
Rockwell Automation

Deloitte Logo
Deloitte

Phoenix, Arizona

Washington State University Pullman Logo
Washington State University Pullman

Pullman, Washington

University of California Berkeley Logo
University of California Berkeley

Berkeley, California

Cornell University Logo
Cornell University

Oriskany, New York

American Conservation Experience

Williamsport, Maryland

Columbia University Logo
Columbia University

New York, New York

Loading... Please wait.
Senior Market Risk Analyst
Key Responsibilities: Develop and maintain engines for calculating VaR, CaR and PFE. Conduct an in-depth quantitative analysis across the risk and credit functions, ensuring the models and portfolios are performing as intended. Ability to enhance and optimise the Internal ETRM system and developing the quantitative and reporting tools used by the Credit department, Market Risk, Finance and Front Office teams. Validate all front office models (including pricing and valuation models) and exotic deals used for calculating end of day Greeks and MtM covering Gas/Hydro/Pump storages, Power plants, contracts (swing), Options (spread, basket of indices, barrier vanilla), Linear products etc. Experience calculating PFE, EPE and EN


This job listing is no longer active.

Check the left side of the screen for similar opportunities.
Loading. Please wait.
Powered By Naylor Association Solutions