Portfolio Risk Manager

Portfolio Risk Quant

Location: Manchester (Hybrid working)

Contract Type: (Permanent)

UrbanChain is a pioneering cleantech company on a mission to create local community energy via our proprietary peer-to-peer platform and algo matching process. UrbanChain is building a team of passionate individuals who are dedicated to making a positive impact through innovative technological solutions.

Purpose of the role is to build models of the commercial portfolio of UCOM, UCE and UCE to enable risk analysis, scenario and stress testing and decisions support/product development. Data led analysis will be paramount to assess customer demand patterns, weather impacts and shape matching. Impact of variable generation, pricing impacts and overall forecasting load management will also be part of the assessment,

Key Responsibilities:

• Develop and maintain portfolio model at granular risk factor level leveraging company’s data repository
• Articulation and validation of portfolio valuation as cross reference to commercial view
• Scenario analysis and ‘playbook’ development as part of commercial decision support
• Develop, monitor and report various market and credit risk metrics ensuring breaches are automatically reported
• Daily interrogation, interpretation and reporting of stress testing
• Drive the development of market and credit risk reporting
• Model review and specification guidance to validate risk pricing used for risk premia, insurance products etc
• Support product development and related risk calibration and analysis
• Key custodian and stakeholder in company’s data model of contracts, customers, prices
• Input into ‘secondary’ data requirements such as customer

Candidates are invited to explore an exciting opportunity within our expanding business post-investment. If you have the right skill set, apply now for immediate consideration.