Sr. Specialist, Market Risk

Role Summary

Senior Specialist, Market Risk within Capital Power’s middle office provides independent analysis and oversight of market risk exposures across power, natural gas, and environmental portfolios. The role evaluates trading and hedging strategies, governs price curves and valuation methodologies, and develops and executes market risk analytics including VaR, stress testing, scenario analysis, and assessment of nonlinear exposures.

Key Accountabilities

• Prospectively analyze and validate trading and hedging strategies proposed by Front Office to ensure consistency with approved risk management objectives and the firm’s risk profile.
• Ensure appropriate price curves and valuation methodologies are in place for all new deals, strategies, and structured transactions; validate valuation and exposures of proposed structured transactions and prepare supporting risk analysis as required.
• Perform periodic retrospective analysis to as...