Portfolio Analyst Details

THE ENERGY AUTHORITY - Bellevue, WA

Employment Type : Full-Time

About The Energy Authority
The Energy Authority is a public power-owned, nonprofit corporation with offices in Jacksonville, Florida and Bellevue (Seattle), Washington. TEA provides public power utilities with access to advanced resources and technology systems so they can respond competitively in the changing energy markets. Through partnership with TEA, utilities benefit from an experienced organization that is singularly focused on deriving the maximum value of their assets from the market.

About the Team
TEA’s analytics team works directly with clients and portfolio managers to build robust analytic solutions through demand forecasting, portfolio risk and hydro modeling, asset valuation, and long term planning. The team consists of analysts with expertise in trading, finance, statistics, environmental policy, engineering, and computer science. Successful employees are able to work independently and as part of a high-functioning team, to develop and maintain models for a broad set of utility problems with emphasis on the transition toward a cleaner energy future.

SUMMARY
The electric power industry is facing significant challenges as new threats face the industry in the form of new competitors for serving utility customers directly (i.e. aggregation services), new technology that allows a third party to insert itself between the utility and its customers (i.e. NEST, Internet of Things, smart meters, etc.), lower cost and improved technology that is accessible to the customer directly (i.e. improved cost and operation of rooftop solar, micro-grids), expanding markets (expansion of organized markets into new areas such as CAISO expansion outside of California, consortium of western states looking at SPP, new market in the southeast), new market products (i.e. capacity markets, expansion of demand reduction), opportunity for new utility-grade supply resources (Clean Coal, Carbon Black, etc.), and changing state and federal regulations impacting the utility industry to name just a few. The challenge for TEA’s Portfolio Analysts in the Strategic Innovations & Analytics team will be to perform the necessary modeling to capture the risks and opportunities for TEA’s Members and Partners through participation in the energy and congestion rights markets.

ESSENTIAL DUTIES & RESPONSIBILITIES
The Strategic Innovations & Analytics department has become a critical group relied upon by our Members and Partners to provide analyses to assist our customers by recommending strategies around the changing utility environment as described above. The following are a list of duties and responsibilities for the Portfolio Analyst to perform in order to meet the expectations of TEA’s customers:

  • 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 will include:
o Strong working knowledge of database query and programming capability
o Strong working knowledge of one or more object-oriented development languages (Visual Basic, C#, etc.)
o Strong knowledge of finance and business analysis
o Strong oral and written communication skills
o Stochastic Math / Monte Carlo modeling
o Multi-variate linear regression modeling
o Machine learning modeling (random forest, neural networks, etc.)
o Strong working knowledge of cloud computing
o Ability to build fundamental-based models for asset, trade valuation
o Ability to build probability-based models for asset, trade valuation
o Develop & maintain a strong working knowledge of the theory and practice of complex analytical models.
o Design, build and evaluate basic models.
o Maintain and upgrade complex models – evaluate their performance.
o Not on the bleeding edge but more “fast followers”
o Monitor FERC, EPA, and relevant State regulatory agencies to understand their existing and proposed rules and tariffs
o 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
o 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
o The ability and willingness to travel for team meetings, project meetings, and conferences on an as-needed basis.

COMPETENCIES REQUIRED
• Critical Thinking
• Effective Communication
• Commitment to Continuous Learning
• Project Management
• Adaptability

VALUES REQUIRED
• Customer Focus
• Excellence
• Ownership
• Integrity
• Teamwork

EDUCATION and/or EXPERIENCE
Bachelor of Science degree in engineering, any discipline; sciences such as (but not limited to) advanced mathematics, operations research, physics, and chemistry; computer sciences; finance; economics; or other appropriate degrees; Relevant industry experience; Master’s Degree is preferred. Ph.D. 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 a financial background are desirable.

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.

Posted on : 3 years ago