SENIOR PORTFOLIO MANAGER AT SB ENERGY (SAN FRANCISCO BAY AREA, CA OR REMOTE)

The Senior Portfolio Manager at SB Energy will lead trading strategies for asset management, optimizing a portfolio of operating assets. Responsibilities include coordinating with various teams, executing trading strategies, analyzing data, and reporting on trends. Candidates should have a quantitative degree and over 8 years of relevant experience. The position is remote-friendly, with a preference for candidates in specific U.S. locations.
Senior Portfolio Manager | SB Energy | San Francisco Bay Area, CA or Remote

The Senior Portfolio Manager will support the Asset Management group by leading DART and congestion product trading. The successful candidate will be an integral part of a team responsible for optimizing the profitability of a growing portfolio of operating assets. This position will coordinate with a variety of internal and external counterparties including Risk, Transmission Analytics, Data Science, Power Marketing, Finance, Operations, and Capital Markets.

Responsibilities
• Coordinates with Risk and Power Markets team to execute short-term trading strategies.
• Coordinates with internal and external stakeholders on DART/PTP/CRR optimization tweaks and controls oversight.
• Enters deals into ETRM.
• Operate within pre-approved portfolio, asset and product risk limits, working under the ‘comply or explain’ principle.
• Monitors any hedge and coordinates with Portfolio Manager, Power Committee, and Risk Committee on any correction needed.
• Coordinates with settlements if necessary on any discrepancies.
• Reports on trading activities.
• Analyzes data and reports on trends, insights and strategies.
• Runs scenario analysis in cQuant to determine optimum strategies given risk and return profiles.
• Works closely with Transmission Analytics and Data Science teams to refine power flow models and congestion analysis to provide insight into revenue optimization.
• Assists in determining reasons for LMP, basis or curtailment expectations different than the model.

Qualifications/Requirements
• Bachelor’s degree in quantitative discipline (e.g., finance, statistics, economics, math or related field).
• 8+ years’ experience managing generator offer strategies and trading power derivatives.
• Strong Excel skills.
• Experience with cQuant a plus.
• Energy commodity trading support, congestion experience, and commercial decision-making experience.
• Ability to drive time-sensitive deadlines with project management skills for cross-organizational coordination.
• Experience working in ERCOT, CAISO, PJM, MISO, ISONE, NYISO, or SPP power markets a plus.

Location: Houston, Dallas, Austin, San Francisco Bay Area, Denver, Phoenix, San Diego preferred. Remote option available.

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