VP Quantitative Risk

CITY: Stamford STATE: Connecticut COUNTRY: USA Essential Functions (Responsibilities):
* Support value creation effort around equity investments with a focus on hedging and global risk management strategies.
* Evaluate and enhance as appropriate portfolio hedging programs
* Establish standard framework and methodology for merchant asset valuation.
* Assess and improve energy market models; drive transparency of model inputs and comparability of model outputs across assets and markets.
* Develop and implement Quantitative Credit and Market Risk Models (ie. Credit Rating, Equity VaR, Option-based Pricing, CDO)
* Work closely with CF and EFS IT on all database/warehouse requirements
* Coordinate with CF and GRM teams on model performance and validation exercises for all models used within EFS.

Qualifications/Requirements:
* 5+ years of experience in quantitative finance, investment valuation and strategic management consulting
* In-depth knowledge of global energy markets and direct experience with energy market modeling techniques
* Knowledgeable of latest finance and risk management research literature.
* Corporate finance skills, like CAPM, APT, etc
* Structured transaction experience

Desired:
* Master's Degree in quantitative fields, such as Economics, Finance, Statistics, etc. or MBA
* PhD in Economics, Finance, or Statistics
* Strong familiarity with some of the following modeling:
* Energy Market Valuation
* Finance / Econometric Modeling
* Commodity Risk Modeling and Trading
* Team player
* Proven ability and willingness to learn new tools and apply into business decision making.

General:
* Business unit is responsible for leading cross-functional global consistency and capital allocation effort for EFS.
* Communicate and coordinate with CF Risk/Finance Senior Management to drive consistent definitions, to meet economic and regulatory capital requirements of CF and to provide accurate, available and accessible portfolio data.
This position is bonus eligible.
To apply, please submit your e-EMS via