Quantitative Structures Analyst

2 weeks ago


Irving, Texas, United States Vistra Corporate Services Company Full time

Join the Vistra family and explore a rewarding career with a leading global organization.

Position Overview

The primary aim of this position is to deliver precise pricing and sophisticated analysis to facilitate intricate structured transactions across trading, origination, and generation development sectors. Familiarity with the power and gas markets, as well as regulatory frameworks in Vistra's operational territories, is beneficial.

Role Responsibilities

Core Duties

*Deliver precise pricing and analytical support for trading, origination, and generation development teams. *Contribute to the creation, testing, and validation of quantitative models for pricing, trading, and risk evaluation to fulfill client pricing requests for complex structured transactions, including power purchase agreements (PPAs), heat rate call options (HRCOs), and swaptions. *Comprehend gas and power market forward pricing curves, volatilities, and correlations and their overall impact on pricing. Conduct statistical evaluations and price simulations to assess optionality and risks associated with transactions. *Collaborate closely with senior analysts, traders, and other team members to devise and implement analytical solutions and suitable models/tools.

Qualifications and Skills

*1-2 years of relevant experience or equivalent training that provides a comparable level of knowledge, skills, and abilities through studies in engineering, economics, finance, mathematics, operations research, and/or statistics. *Experience gained through academic programs and/or certifications is applicable to the aforementioned skills. *Strong interest in wholesale power markets and proven programming skills to handle and analyze extensive datasets. *Proficiency in programming languages such as Python, C++/C#, and VBA. *Familiarity with databases, MATLAB, and optimization packages is advantageous. *Demonstrated skills in graphical presentation and written communication. *Minimum educational requirement is a High School Diploma or equivalent.

Performance Metrics

*EBITDA growth *Origination Contribution Margin *Commercial Contribution Margin *Model accuracy and timeliness

Department

Corp Dev & Planning

Company Overview

Vistra Corporate Services Company is dedicated to exceeding customer expectations through teamwork, competitive spirit, and effective communication. If you resonate with these values, we encourage you to consider this opportunity.

Vistra is committed to complying with all employment laws and providing equal employment opportunities to individuals in all aspects of employment, without regard to race, color, religion, sex, sexual orientation, gender identity, pregnancy, national origin, age, disability, genetic information, military service, protected veteran status, or any other legally protected status.


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