Portfolio Analyst

Jacksonville, FL 32202

Posted: 06/12/2019 Industry: Other Area(s) Job Number: 35642

ESSENTIAL DUTIES & RESPONSIBILITIES include the following. Other duties may be assigned.
  • Stochastic Risk Models to enable our customers to make smart hedging decisions
  • Simulation models for analyzing production costing and transmission congestion conditions
  • Trading Analysis and Asset Valuation to facilitate profitable trading
  • Economic Advice to our customers and senior management regarding portfolios and strategic decision making
  • Forecasting of key market drivers

The desired analytical skills within TEA’ s Strategic Innovations & Analytics Department include:
  • Basic Skills - TEA expects all analysts to have or develop all the following skills:
    • Strong working knowledge of MS Office productivity and automation software, especially Microsoft Excel
    • Strong knowledge of industry fundamentals
    • Strong knowledge of bilateral, exchanged traded, and RTO energy markets
    • Understanding of basic statistics and probability
    • Basic oral and written communication skills
    • Ability to Operate & Maintain Models
      • Operate & maintain models to support routine analysis
      • Develop & maintain strong working knowledge of tools used by TEA
      • Acquire strong knowledge of functions performed by various areas of TEA
  • Advanced Skills - TEA expects that analysts will have or work to acquire some or all of the following skills as they advance through the organization:
    • Strong working knowledge of database query and programming capability
    • Strong working knowledge of one or more object-oriented development languages (Visual Basic, C#, etc.)
    • Strong knowledge of finance and business analysis
    • Strong oral and written communications skills
    • Stochastic Math / Monte Carlo modeling
    • Ability to build fundamental-based models for asset, trade valuation
    • Ability to build probability-based models for asset, trade valuation
    • Ability to Design the Models & Evaluate their Effectiveness
      • Develop & maintain strong working knowledge of the theory and practice of complex analytical models
      • Design, build and evaluate basic models
      • Maintain and upgrade complex models – evaluate their performance
      • Not on the bleeding edge but more “ fast followers”
  • All Portfolio Analysts
    • Monitor FERC, EPA, and relevant State regulatory agencies to understand their existing and proposed rules and tariffs
    • Develop in-depth knowledge of the relevant analytical tools utilized within TEA’ s Strategic Innovations & Analytics department and be prepared to use these tools and applications on an as needed basis. These tools and applications may include some or all of the following:
      • Machine Learning
      • eSmart Systems’ Connected Grid
      • R
      • Python
      • Gurobi
      • MatLab
      • Cambridge Energy Solutions’ Dayzer
      • ABB’ s E7 Suite of applications
      • PROMOD
      • Portfolio Optimizer
      • Capacity Expansion
      • Velocity Suites
      • EPIS’ AuroraXMP
      • YES Energy
      • Genscape
      • HedgeFox
      • Transmission powerflow applications such as PSS/E or Powerworld
    • Assist TEA’ s staff, and the staff of TEA’ s Members and Partners, in the review and analyses of potential industry changes that could impact our Members and Partners
    • The ability and willingness to travel for team meetings, project meetings, and conferences on an as needed basis

EDUCATION and/or EXPERIENCE
Bachelors of Science degree in engineering, any discipline; sciences such as (but not limited to) advanced mathematics, physics, and chemistry; computer sciences; finance; economics; or other appropriate degree; Relevant industry experience; Master’ s Degree is preferred. PhD is a plus.

CERTIFICATES, LICENSES, & REGISTRATIONS
Professional Engineering License is preferred for candidates with a background in engineering; Certifications such as Certified Financial Analysts, PRIMA or GARP Professional Risk Manager Certification for individuals with financial background is desirable.


MATHEMATICAL SKILLS
Ability to apply advanced mathematical concepts such as exponents, logarithms, quadratic equations, and permutations. Ability to apply mathematical operations to such tasks as frequency distribution, determination of statistical test reliability and validity, analysis of variance, correlation techniques, sampling theory, and factor analysis.

OTHER SKILLS & ABILITIES
Expertise needed with Microsoft Word, Excel/Visual Basic, and other analysis tools. Experience with Machine Learning, eSmart Systems’ Connected Grid, R, Python, Gurobi, MatLab, Cambridge Energy Solutions’ Dayzer, ABB’ s PROMOD, EPIS’ AuroraXMP, YES Energy, Genscape, and ABB’ s Velocity Suites is desired. Ability to apply techniques of decision analysis, such as decision trees, influence diagrams, etc.

 

 
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