Openings >> Risk Analyst / ETRM Specialist
Risk Analyst / ETRM Specialist
Summary
Title:Risk Analyst / ETRM Specialist
ID:20589
Location:Peru
Description

ETRM Specialist / Risk Analyst

Power Costs Inc. (PCI) is the premier provider of software, superior customer support, and value-added services for energy companies worldwide. For almost 30-years, PCI has set the standard for developing customer-focused, customer-driven software to meet the constantly evolving needs of ISO/RTO market participants and bilateral traders. More than 50% of all the power generated in North America is optimized using the PCI Platform. 70% of Fortune 500 Utilities in the U.S. utilize PCI software solutions.

Responsibilities:

  • Troubleshoot and resolve issues with MTM and other MO tasks and reports
  • Manage software and hardware installations and upgrades
  • This position is critical to ensure model accuracy, data integrity, and business alignment of Risk Calc models and other MO modules
  • Testing accuracy of model, producing insights and assisting on validation tools

Requirements: 

  • Bachelor’s degree in quantitative discipline (e.g., Mathematics,Financial Engineering, Computer Science, or similar)
  • Proficiency in Python or R for data analysis, modeling, and automation
  • Familiarity with pricing models for derivatives (e.g., Black-Scholes, Black-76, Monte Carlo, Binomial trees).
  • Proficiency in Java
  • Basic understanding of mark-to-market, Greeks, and risk metrics like VaR
  • Strong Excel skills (pivot tables, macros, and formulas)
  • Familiarity with energy markets and ETRM systems is a plus
  • Advanced English is a must.
  • Availability to work in a hybrid model (3 days per week on-site in our office located in Magdalena del Mar).

Benefits:

  • Competitive salary.
  • Performance-based bonus.
  • Clear career growth opportunities.
  • 100% Private Health Insurance coverage.
  • Hybrid work model
  • Unlimited snacks and beverages available in the office.