Department of Computer Science

JOB_201506_51

Job Title: Analyst (Associate/Senior), Risk Data Systems
Posted by Company: National Grid
Address: 100 E Old Country Rd,Hicksville, New York, 11801
Contact: Tatiana Gamarra at tatiana.gamarra@nationalgrid.com
Pay Rate: 0 to 0 $/hr

Description:

About the Position:

The Risk Data Systems Analyst reports to the Director of Quantitative Risk and Financial Reporting. This person will play a key role in the Company’s middle office by performing tasks related to the support and enhancements to Energy Risk Management System (Allegro), Data Management System (ZEMA), Simulation software Lacima, and energy risk reporting infrastructure. The candidate will also work closely with the Director of Quantitative Risk to implement and maintain integrated Energy Risk System.

Position Responsibilities (including but not limited to):

•Support developing and testing Allegro extensions using C# and Microsoft Visual Studio.
•Troubleshoot Allegro issues.
•Maintain ZEMA, developing new profiles for reporting purposes.
•Maintain and expand Middle Office automated reporting infrastructure which consists of 15-20 reporting programs.
•Administer and run risk simulation engine (Lacima) to produce market price probability distributions.
•Automate data exchange between ZEMA, Lacima, and Allegro utilizing rapid application development.
•Perform system administration for critical risk systems, monitor the health of the systems, and address issues and opportunities with third-party vendors.


Required Skills:
Qualifications

Knowledge & Experience Required:
•Bachelor’s degree in Quantitative / IS discipline (Computer Science, Applied Mathematics, Statistics, Physics), advanced degree is a plus.•Up to 2 years strong financial, energy market and/or IS systems experience.
•IS expertise, advanced knowledge of Excel including VBA, VB, and C#.
•Knowledge of Oracle SQL and SQL Server.
•Ability to form strong relationships with internal and external constituents and key stakeholders.
•Knowledge of Allegro is a strong plus.
•Knowledge of ZEMA is a plus.
•Knowledge of North East Power and Natural Gas markets is a plus.