11 days old

Principal - Quantitative Credit Analytics

EDF Trading North America, LLC
Houston, TX
  • Job Code

Job title: Principal Quantitative Credit Analytics

Reports to: Head of Credit Trading & Energy Services

Company Information

EDF Trading North America is a major participant in wholesale energy markets. We operate in every market and provide coast to coast coverage of financial and physical products in power, natural gas and NGLs, environmental products and financial crude oil products. We provide our customers with products and services that deliver access to markets, optimize their energy portfolio, hedge risk and manage assets. EDF Trading operates throughout the value chain in the North American wholesale power markets and we are one of the leading wholesale natural gas marketers. Additionally, we provide environmental, congestion management and value added derivative products. With extensive pipeline agreements, we can manage natural gas offtakes, deliveries, capacities and supply anywhere across the continent. For EDF Energy Services we provide wholesale fuel supply and structured products for its extensive base of electricity and natural gas customers including gas-fired power plants, large scale commercial and industrial retail consumers and retail energy aggregators.

EDF Energy Services is our customer-facing operation providing integrated energy management services to commercial and industrial, power generation, and retail supply customers. Taking into account a customers entire energy portfolio, solutions are structured to provide competitive market pricing and to optimize energy usage and generation assets. We offer a complete suite of services to energy-intensive retail customers, from energy supply and hedging to on-site generation management and demand response. And we provide wholesale market access and ISO interface services to a broad network of retail energy providers with footprints across the deregulated markets. For power generation customers, we provide energy management services that encompass fuel supply, scheduling, dispatch, market analysis and risk management all within a single contract. Focused on service, we created a digital integrated platform and customer interface that allows transparent views into energy portfolios and invoices, market prices, analytics and weather.

EDF Trading North America and EDF Energy Services are part of the EDF Group, a global leader in low-carbon energies.



Main Responsibilities

  • Partner with the Quantitative Analytics team in the design and development of analytics around the credit portfolio

  • Partner with the Quantitative Analytics team in the development of default risk and portfolio credit risk models to predict credit losses

  • Partner with the Quantitative Analytics team in the development and maintenance of models to value power plants, oil & gas reserves and retail customer contracts

  • Lead in the development of potential future and maximum exposure models and ensure its integration into the credit risk systems

  • Lead in design and development of liquidity models, exchange margin models, ISO margin models to ensure collateral postings are optimal and postings are proactive

  • Quantify and manage the appropriate credit pricing and reserve for the credit portfolio

  • Lead in industry research and ensure major events are communicated to senior management

  • Ensure the accuracy of credit data, exposure and reports. Ensure relevant credit reports and dashboards are communicated timely to Senior Management

  • Collaborate with the Credit, Risk and Structuring teams to evaluate credit models and develop new methodologies

  • Perform other related jobs as assigned

Experience Requirements

  • 15+ Credit Experience

  • Experience working in a fast-paced trading floor environment.

  • Masters in Business Administration

  • Masters in a Quantitative Field (Mathematics, Statistics, Programming)

  • Chartered Financial Analyst (CFA)

Leadership Requirements:

  • Highly confident, articulate individual who is a team player and works well across groups.

  • Ability to prioritize tasks and to respond to changes in priorities.

  • Ability to clearly communicate complex subjects/ideas.

  • Highly motivated, self-sufficient, and enthusiastic individual who proactively seeks opportunities to add value beyond their assigned projects.

Note: EDF is an Affirmative Action EEO employer

We are an equal opportunity employer and all qualified candidates will receive consideration for all positions without regard to race, color, age, religion, sex (including pregnancy), sexual orientation, gender identity, national origin, veteran status, disability, genetic information, or any other characteristic protected by law.

EDF participates in the E-Verify Employment Verification Program.

EDF is not currently accepting unsolicited resumes from search firms. Regardless of past practice, all resumes submitted by search firms to any employee at EDF via-email, the Internet or directly to hiring managers at EDF in any form without a valid written agreement in place for that specific position will be deemed the sole property of EDF. As a result, no fee will be paid in the event the candidate is hired by EDF.

Sponsored by:
Farm Credit Services of America Logo
Sponsored by:
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Principal - Quantitative Credit Analytics

EDF Trading North America, LLC
Houston, TX

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EDF Trading North America, LLC
Houston, TX

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