Analyst, Portfolio Valuation

Join the change. Together, we’ll make history.

As we keep the lights on for over four million customers and move towards a more sustainable way of life, it’s an exciting time to be at AGL. We’re re-imagining how homes and business live and work across the country and we want you to be a part of it. This moment will define our time, and your career as you work alongside Australia's best and brightest minds. You’ll grow and learn in a collaborative, safe and supportive environment and play your part in changing the course of tomorrow.
Everyone at AGL is an important part of building a better energy future and we want you to join in.

About the Role:
As an Analyst - Portfolio Valuation, you will work as part of a team to design and implement an automated daily revaluation of the trading portfolio across all commodities (e.g. power, green, gas, oil, coal) including both financial and physical components. Once the system and related business processes has been implemented, the team will move to an operating phase and be responsible for the ongoing daily output, including the analysis and interpretation of the revaluation as well as responding to ad-hoc queries from key stakeholders.

The team will also develop continued system development including new components, improvements to valuation methodology and/or building on the analytical and reporting offerings. This role will need to work collaboratively with the Trading and Risk team to succeed given the cross dependencies across system and processes that exist.

What you’ll be doing:

- Design the valuation methodology that best represent AGL’s portfolio and in collaboration with key business stakeholders including Trading and Risk teams
- Design and implementation of a systemised re-valuation of financial and physical exposures
- Support the end-to-end system development process from capturing business requirements through to delivering and testing the changes with AGL’s technology team
- Understand how the valuation system interacts with other systems and process, including trade capture systems, derivative valuation and risk analytics tools.
- Act as a change champion as the new systems and processes are embedded into the BAU activities of the Trading and Risk teams
- Deliver accurate daily P&L reporting with changes between reporting periods for key business stakeholders

About You:
You have advanced analytical and technical skills combined with a keen interest in risk analytics or portfolio valuation techniques. You enjoy the challenge of tackling ambiguity and solving complex problems with a systematic deliberate approach. You have experience designing complex systems and/or business process implementation with multiple resources and collaboration with internal stakeholders.

What you’ll bring to the table:

- Strong numerical analysis skills including the ability to deal with large and complex data sets
- An ability to identify and deliver improvements to business processes and data flows
- Working experience with trading risk systems and portfolio valuation techniques
- Understanding of financial instruments and/or commodity markets
- Data governance, data management and database skills (SQL, Python, etc)
- Advanced ability to problem solve and deal with ambiguity
- Excellent communication skills including ability to distil complex concepts
- Tertiary qualifications in a quantitative discipline

Inclusion at AGL

At AGL, we value diversity and welcome applicants from various backgrounds, including Aboriginal and/or Torres Strait Islander peoples, individuals with disabilities, culturally diverse individuals, and members of the LGBTQ+ community. AGL is dedicated to maintaining a diverse workforce and encourages applicants to share their lived experiences.
We offer reasonable adjustments throughout the recruitment process and respect the privacy of those who choose not to disclose. To learn more visit:
AGL is a Circle Back Initiative employer - we commit to respond to every applicant.
- Our pre-employment screening process includes a Nationally Coordinated Criminal History Check and a medical assessment if necessary._
- AGL Privacy Policy_
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Location:
Docklands VIC 3008

Job Family Group:
Business and Organization Analysis Management