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.