Risk Analyst - Pricing

Responsibilities

• Monitor, validate, and maintain automated daily price feeds from third-party market data providers into the ETRM.
• Ensure the accuracy and integrity of market pricing data, forward curves, and resulting valuation outputs within the ETRM environment.
• Independently validate exchange settlement prices, price reporting agency data, broker quotes, and internal transfer pricing inputs.
• Investigate and resolve pricing feed issues, data gaps, load failures, and pricing discrepancies within established control timelines.
• Perform end-to-end data quality reviews across pricing, valuation, trade, and settlement data.
• Design, develop, configure, and maintain forward and market curves for physical and derivative products.
• Maintain key ETRM configuration components, including: Holiday and expiry calendars, Delivery period structures, Pricing products, locations, benchmarks, and formula-based pricing relationships, Curve metadata, naming conventions, and valuation structures.
• Execute controlled manual price loads for broker quotes, internal pricing inputs, and exception scenarios, ensuring appropriate documentation and approvals.
• Identify, investigate, document, and escalate pricing exceptions in accordance with risk control procedures.
• Support setup, testing, and deployment of new pricing curves and market data configurations.
• Support daily and month-end derivatives valuation, exposure reporting, P&L validation, and position reporting processes.
• Investigate valuation and P&L variances related to pricing inputs, market curves, or system configuration.
• Support ad hoc analysis involving price histories, curve methodologies, valuation techniques, and market data trends.
• Support compliance with established risk controls, segregation-of-duties requirements, and audit standards.
• Develop and maintain policies, procedures, process documentation, and audit-ready controls.
• Partner with IT and system administrators during testing activities, system enhancements, and user acceptance testing (UAT).
• Identify opportunities to automate manual processes, strengthen data quality controls, and improve pricing workflows.
• Collaborate with Risk, Commercial, Supply Optimization, Scheduling, Finance, and IT teams to resolve data issues and improve pricing processes.

Qualifications

• Bachelor's degree in Finance, Economics, Accounting, Engineering, Mathematics, Business, or a related quantitative field.
• 3+ years of experience in market risk, middle office, commodity analytics, product control, trading support, or a related commodity trading environment.
• Experience working in an Energy Trading and Risk Management (ETRM) system; RightAngle experience preferred.
• Knowledge of forward curves, commodity pricing methodologies, valuation concepts, and market data management.
• Familiarity with commodity derivatives, including forwards, futures, and swaps.
• Experience with energy market pricing services and exchanges such as Platts, Argus, OPIS, ICIS, ICE, CME, and NYMEX.
• Strong analytical, quantitative, and problem-solving skills.
• Advanced Excel skills and experience with Power BI or similar business intelligence tools.
• Strong organizational skills, attention to detail, and ability to manage deadline-driven processes.
• Strong communication and collaboration skills with the ability to work effectively across multiple functions.