Senior Associate, Risk and Structuring Analytics
Clearwayjobs · Scottsdale, Arizona, United States
About this role
## Senior Associate, Risk and Structuring Analytics ### What the Role Is Clearway Energy is seeking a **Senior Associate of Risk and Structuring Analytics** to develop quantitative models that support **BESS valuation**, **structured products pricing**, **gas generation optimization**, and **power market analysis**—while also **quantifying and monitoring risk exposures** created by these activities. In this role, you will: - Build and enhance Clearway’s internal quantitative modeling platform (**CWENQuant**) - Develop advanced **BESS dispatch optimization** and **price forecasting** models - Provide independent risk analytics including **mark-to-market**, **value-at-risk**, **credit**, and **scenario/stress analysis** to inform decisions across **trading, origination, development, and asset management** ### What You’ll Be Doing **Quantitative/Economic Modeling** - Develop and deploy production optimization and quantitative analysis models for **BESS dispatch**, **renewables**, **gas generation**, and **data center infrastructure** projects across the US - Build stochastic and/or machine learning/deep learning models to forecast **DA, ancillary, and RT prices** using fundamentals (e.g., load, gas prices, wind/solar generation) - Develop and maintain **gas dispatch**, **HRCO**, **toll**, and other structured pricing models; perform **mark-to-market** analysis; support **due diligence**, **underwriting**, and **credit analytics** - Refine vendor models or develop in-house models for capacity expansion considering market policy (e.g., **RPS/GHG reduction**), **LCOEs**, retirements, transmission, reliability, and demand growth - Benchmark models against actual operations and market outcomes to improve forecast accuracy and optimization - Build and enhance **CWENQuant**, including data pipelines, automated workflows, and market data dashboards using data science and optimization techniques - Design and maintain **mark-to-market (MtM)**, **Value-at-Risk (VaR)**, and **Profit-at-Risk (PaR)** frameworks across **BESS, gas, and structured product** positions - Run scenario, sensitivity, and stress-testing analyses (e.g., **price shocks**, **volatility regimes**, **basis blowouts**, extreme weather/renewable outcomes) to quantify tail risk - Quantify **hedge effectiveness** and **basis risk** for structured transactions, PPAs, and tolling/HRCO arrangements; recommend hedge adjustments > Note: The provided job description text appears truncated after “3+ years of...”.
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