Senior Analyst, Pricing and Risk Modeling

Description and requirements

If you want to shape the future of energy, we are looking for a Senior Analyst, Pricing and Risk Modeling to join our Energy and Commodity Management team!

Who you will work with

We are seeking a risk analytics and pricing professional with strong experience in energy markets, quantitative modeling, and market risk estimation, including valuation of structured and derivative products. The ideal candidate will possess advanced quantitative and programming skills, with demonstrated interest in energy markets and applied risk analytics.

This role requires the ability to work collaboratively in an international team environment, while independently delivering high-quality analytical solutions. A strong sense of ownership, intellectual curiosity, and an innovative mindset are essential.

What you will do

• Price financial instruments, including vanilla and structured derivatives across energy commodities (Power, Gas), using analytical methods and Monte Carlo simulations
• Design and enhance methodologies and models for market risk estimation (e.g., VaR, stress testing, PaR, GMaR)
• Support Energy & Commodity Management activities through quantitative analysis, risk assessment, and valuation of complex deal structures
• Develop and maintain scalable modeling tools and perform ad hoc analytical requests
• Collaborate with global pricing teams to develop and maintain pricing libraries and modeling frameworks
• Contribute to the design and valuation of new pricing structures and products
• Provide input on embedded risks within structured transactions and support hedging strategy development

What you will bring

The minimum requirements for this role are:

• Degree in a quantitative field (Computer Science, Mathematics, Physics, Engineering, Financial Engineering)
• 4+ years of experience in commodities risk management, quantitative modeling, or derivatives pricing
• Advanced knowledge of statistics, probability, and regression techniques
• Strong programming skills in Python and/or R; solid SQL skills for data extraction and transformation
• Strong understanding of US power and gas markets, including basis and congestion dynamics
• Experience with energy contracts (e.g., PPAs, structured products, futures, options)
• Strong understanding of financial derivatives and valuation methodologies
• Proven ability to independently design and implement models and analytical tools
• Strong problem-solving skills and ability to work in a fast-paced, cross-functional environment
• Self-starter mindset with demonstrated experience delivering end-to-end analytical solutions
• Experience with large-scale data analysis and model performance optimization is a plus
• Familiarity with machine learning and AI methods for predictive modeling, scenario generation, and advanced analytics in energy markets

Why join us?

The pay range for this position is $118,938 - $178,407 annually. The base pay actually offered will be based on several factors, including job-related knowledge, skills, work experience, education, and internal equity. At Enel, base pay is one part of your total compensation package. Please see below for additional information on Enel North America rewards.
• Enel North America offers its regular full-time employees affordable, quality healthcare for you and your family, life insurance and disability benefits to provide security, and retirement benefits to help you plan for your financial future. In addition, we offer an array of other benefits such as flexible spending accounts, tuition reimbursement and professional development allowance.
• Benefits are effective as of day one!
• Some additional perks to working with Enel North America include:
• 401k with match fully vested as of day one. Enel-NA matches 100% of the first 4% that you contribute up to set IRS limits.
• Generous PTO that supports work/life balance including: 4 weeks annually of vacation as well as personal days, volunteer days, your birthday off, paid holidays, and sick time. Proration may apply during first year of employment.
• Paid leave programs
• The opportunity to grow and develop your career with the support and mentorship of senior leaders.
• The opportunity to work for one of the world's most recognizable and respected brands in the energy industry that believes by working together we can create a new energy era in which the world can become more sustainable.

An employee's eligibility for these benefits shall be subject to the governing documents for such plans and programs and/or company policy. The benefits described above may be modified or eliminated with or without notice in accordance with the governing documents and applicable law.