Website Xcel Energy
Review and understand commercial terms of standard and structured energy commodity contracts; Identify and validate visible pricing parameters and estimate illiquid pricing parameters
- two years of experience in valuation analysis in energy commodity markets.
- Must have 2 years’ experience in the following: Deal structuring, risk management coding in energy commodity markets Pricing and valuation of complex, structured products, and energy commodity markets; Statistical methods to model and explain energy markets.
- credit and contract risk characteristics Standard quantitative/computational finance methods and application to energy commodity market real options and structured products pricing Parameter estimation, using large data sets.
- sparse and illiquid market data Programming for data analytics and model implementation, including Python and either R or C++.
Qualification & Experience:
- Master’s degree in Finance, Business, Economics, Statistics, or Mathematics
Company: Xcel Energy
Vacancy Type: Full Time
Job Location: Denver, CO, US
Application Deadline: N/A