Senior Quantitative Analyst

Company: TXU Energy
Location: 75201
Status: Full Time, Employee
Job Category: Finance/Economics
Relevant Work Experience: 2+ to 5 Years
Career Level: Experienced (Non-Manager)
Occupation: Sr. Systems Analyst
Education Level: Master's Degree


Job Description:


Available Positions: 2
Experience Required: 2-4+ years

Description:
- Report to the Lead - Forward Curve and Model Validation Group
- Provide expertise in forward curve (price, imp. vol and correlation) development, enhancement and maintenance.
- Perform validation of valuation and risk models.
- Develop applications requested by risk management and trading.
- Research industry advancements in risk management and implement them as required.
- Perform quick ad-hoc studies requested by risk management and trading.

Qualifications:
- MBA or Masters Degree in a quantitative discipline such as financial engineering, statistics, mathematics,
  physics, finance, economics, econometrics, or related discipline.
- Experience with programming languages such as C++, SAS and MATLAB.
- Experience in the analysis of time-series data.
- Strong computer skills in spreadsheet (i.e., Excel) modeling.
- Strong presentation (i.e., PowerPoint) and report preparation skills.
- Strong analytical, mathematical, and process modeling skills & experience.
- Experience in financial option modeling is preferred.
- Knowledge of energy industry experience is preferred.
- Experience in LodeStar Rules language is preferred.
- Excellent communication, organizational and interpersonal skills.

To apply for position please click on link provided:
http://www.txucorp.com/working/jobs/default.asp
Reference # 430885738