Quantitative Risk Analyst

5 months ago

Sydney, Australia Snowyhydro Full time

Snowy Hydro is a dynamic, integrated energy business that has been providing on-demand, reliable energy to Australia for generations. Snowy Hydro owns and operates a powerful combination of generation assets, including the mighty Snowy Mountains Scheme, gas and diesel plants, and contracted wind and solar energy. We also provide electricity and gas to about 1 million retail customers through our retail brands Red Energy and Lumo Energy. Snowy 2.0 is Australia's largest committed renewable energy project. This nation-building project will provide on-demand energy and large-scale storage for many generations to come.
An exciting opportunity exists for a Quantitative Risk Analyst to assist us with strategic planning and risk management. Reporting to the Manager Portfolio Risk Management, you will be responsible for the reporting and analysis of market risk and risk reporting functions across multiple business areas at Snowy Hydro. This will enable the Commercial team to optimise portfolio planning and investment strategies.

**Key responsibilities will include**:
Collaborating with the Commercial team to make strategic and investment decisions for the business

Presenting complex information to the wider business

Maintaining Market Risk Models such as Stress Testing and Revenue at Risk, and continuously updating them to incorporate changes in the business and energy market

Maintaining Market Risk models for the company's commercial and industrial gas sales business

Developing new forecasting methodologies to account for increasing penetration of renewables and batteries within the national electricity market

Managing the company's portfolio of renewable energy certificates

Contributing to the preparation of regular risk reports through measuring and monitoring market and credit risk exposures against approved limits

**In addition to the above, our ideal applicant will have**:
Tertiary qualifications in Finance or Quantitative disciplines such as Finance, Economics, Accounting, Actuarial Studies, Physical Sciences, Mathematics, Statistics or Computer Science.

2-5 years experience in risk or financial / commercial analysis

Previous experience in energy markets will be beneficial

Experience within derivatives, analysis and financial markets

Strong experience in financial or risk modelling

Skills in coding e.g. Python or statistical modelling packages e.g. R, SPSS will be beneficial

Strong communication skills both written and verbal

Snowy Hydro is a flexible values-driven organisation. We know that a diverse workforce creates the environment for innovation and creativity and that an inclusive workplace creates a psychologically safe environment, where our people feel safe to challenge ideas and the traditional way of doing things, to make better, more informed decisions.

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