Description

Job Description

JOB TITLE: Credit Risk Analyst

REQUISITION: CFO004S

DIVISION: CFO

DEPARTMENT: Strategic Plan and Risk Management – Kansas City Headquarters

LOCATION: Kansas City, MO

JOB PROGRESSION: Credit Risk Analyst II: $62,300 - $77,900

Sr Credit Risk Analyst: $79,100 - $105,400

Lead Credit Risk Analyst: $93,100 - $124,100

Scheduled Work Hours: Monday - Friday 8:00 a.m. - 5:00 p.m. Job may require additional hours as required.

Summary of Primary Duties and Responsibilities:

As a Credit Risk Analyst, you'll play a key role in bolstering our credit analytics team in trading risk management. This role will encompass validating, crafting, and deploying quantitative models that assess risks intrinsic to energy and commodity markets.

Major responsibilities include, but are not limited to:

• Model validation/improvement/development: Construct, validate, and fine-tune sophisticated risk models spanning market (price, volatility, correlation), credit and liquidity risk segments, e.g., VaR, PFE, EaR, funding and market liquidity

• Model implementation: Stressed/Scenario models (PFE, LGD, etc)

• Forecasting stressed exposure and collateral needs: Value exotic products, e.g., full-requirements/load following deals, long-dated deals

• Continuous Enhancement: Evolve and adapt risk models in response to shifting business strategies and dynamic market conditions

• Scenario Exploration: Undertake comprehensive scenario analyses and stress tests to gauge potential repercussions of adverse market conditions

• Collaboration: Work closely with cross-functional squads to guarantee seamless integration of risk models

• High level of involvement in month, quarter, and year-end closing processes

• Conform to SOX controls processes and innovate stronger controls

• Mentor junior colleagues in best quantitative practices

• Assist in the development of core algorithms and models to support trading, origination, and asset pricing/optimization/hedging recommendation

• Performs other job-related duties as assigned

Qualifications

Education and Experience:

• Advanced degree in a finance discipline such as Financial Engineering, Mathematics, Statistics, Economics, or related science and engineering fields

• Experience as a quantitative analyst or related roles in a trading environment, 3 years

Skills, Knowledge, and Abilities:

• Strong programming skills in languages such as Python or R for conducting quantitative analysis, 3 years

• Good knowledge in stochastic modeling, e.g., GBM

• Good knowledge in Excel including pivot tables, Power Queries, and advanced Formulas

• Good interpersonal communication and presentation skills

• Exposure to regulatory expectations and industry standards concerning risk management practices

• Professional and passionate about Energy Trading risk management

• Experience with ETRM (Energy Trading Risk Management) systems and Oracle database

Licenses, Certifications, and/or Testing:

None

Working Conditions:

Working conditions will be office based and must be able to work additional hours on short notice.

Disclaimer: The above information has been designed to indicate the general nature and level of work performed by employees within this classification. It is not designed to contain or be interpreted as a comprehensive inventory of all duties, responsibilities, and qualifications required of employees assigned to this job.

Shift Standard

Job Field: Finance and Accounting

Req ID: CFO004S