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Portfolio Analyst

  • Location:

    Dublin

  • Sector:

    Multi Sector

  • Job type:

    Permanent

  • Salary:

    Competitive pay rates

  • Contact:

    David/Robert 3D Multi-Sector Team

  • Contact phone:

    +44 (0)2871228449

  • Job ref:

    13050

  • Published:

    20 days ago

  • Expiry date:

    02-11-2022

Portfolio Analyst
REF NO: VAC-13050
Salary: Competitive plus excellent comprehensive benefits
Dublin, Ireland with International Travel.

Our client is a power trading company active within the wholesale electricity markets of Ireland, Britain and mainland Europe that has grown rapidly in just over a decade with staffing numbers now nearing 100 across various locations in Ireland, UK, Europe and internationally.
This company has ambitious growth plans that will require substantial growth in the strength and depth of their team to help make their future plans a reality.

What you'll do
The Portfolio Management team is responsible for the profit and loss on the company portfolio of long-term renewable generation and supply assets. We are seeking an experienced, motivated, and highly analytical individual who can contribute new insights and approaches to the valuation, risk management, and hedging methods employed by the team. The work will combine day-to-day operational activities with long term capability and platform development. The successful applicant will be given a large degree of responsibility and will be expected to take ownership of research and development projects directly impacting the performance of the portfolio.

Responsibilities
• Development of internal position keeping, valuation, and risk management systems
• Automation of daily processes and storage of data
• Development of dashboards to distil data and present in meaningful ways
• Implementation and evaluation of models in third-party risk management software
• Monitoring market data and assessing the impact of market/policy changes on portfolio value
• Analysis of risk factors driving portfolio profit-and-loss
• Design and evaluation of hedging strategies to improve the portfolio’s risk/return profile
• Assessment of standalone and marginal effects of prospective new contracts
• Routinely presenting analysis to Senior Management in a clear and concise manner.

What you'll need
Role Requirements
• Highly analytical person with strong quantitative skills
• Third level honours qualification, preferably Master’s or PhD in a quantitative field
• Relevant professional experience, ideally in Energy Markets (Power, Gas, …)
• Understanding of various renewable technologies, e.g. Wind, Solar, Batteries, …
• Pricing and hedging of energy commodities and derivatives (Forwards, Swaps, Options)
• Familiarity with long-term electricity contract types (fixed price PPAs, Cap and Floor, etc)
• Advanced knowledge of Risk Management, Value at Risk, Sensitivity Analysis, Stress Testing
• Practical experience developing Pricing and Risk Management models
• Experience with Monte Carlo Simulation and Mathematical Optimisation
• Experience of a variety of modelling and forecasting approaches (regression, time series analysis, stochastic processes, kalman filter, machine learning, volatility modelling, etc.)
• Probability Theory, Stochastic Calculus, Linear Algebra, Numerical Methods
• Numerical programming experience essential (preferably Python), Excel black belt, knowledge of SQL preferable
• Experience with databases & data storage, big data, high frequency data, time series data, forward curves
• Flexible and eager to learn material in new fields
• Able to work as part of a focused team but also willing to take their own initiative

What you'll receive
Competitive package negotiable and commensurate with experience.

How to Apply:
Applications in writing only please, send your full and up to date CV along with a cover note our Multi-Sector team in order to apply for this role.
Please note at this time, applications can only be accepted from those who already hold legal right to work in the location/country where the role is based.

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