Market Risk Senior II - Risk Management - Houston, TX

Market Risk Senior II – Risk Management Location: Houston, Texas, United States. Primary Purpose The Market Risk Senior II role designs scalable Market Risk frameworks spanning multiple portfolios, desks, and asset classes, shaping governance, analytical standards, and enterprise adoption of Market Risk practices. It monitors trading in line with Market Risk policies and develops tools supporting daily Trading. The role performs qualitative and quantitative analysis for Sempra Infrastructure's wholesale trading and commercial activities. Working across San Diego and Houston, it provides guidance, delivers insights to leadership, and produces key market risk reporting. Duties and Responsibilities Develop and manage risk models, processes, and data frameworks; produce periodic metrics, reports, and summaries to support business insights, performance monitoring, and informed decision‑making across functions. Maintain and support core risk systems, data structures, and configurations; ensure data integrity and operational accuracy while partnering with technology teams to enhance system functionality, scalability, and reporting capabilities. Provide analytical and modeling support across risk‑related activities; conduct independent reviews of models, assumptions, and outputs to ensure accuracy, consistency, and adherence to internal standards. Collaborate cross‑functionally to investigate and resolve issues, improve workflows, and coordinate responses; support regulatory compliance, audit readiness, and documentation requirements across processes and systems. Provide insightful commentary of key portfolio activity including market intelligence, exposure changes and new deal activity. Lead cross‑functional evaluations of new or emerging market‑risk drivers and develop recommendations to strengthen portfolio resilience. Oversee the integration of enhanced data sources, analytics tools, and automation methods into risk workflows to improve the timeliness and depth of market‑risk insights. Perform other duties as assigned. Qualifications Education Required: Typically requires a 4‑year degree in a relevant field, or equivalent combination of relevant education and experience. Preferred: Master’s in mathematics, statistics, economics, business, or other quantitative field from a top‑tier program. Experience Required: Typically requires 8 years of related experience. Preferred: 5+ years of experience in trading, structuring or quantitative analysis experience in energy or financial markets. Knowledge, Skills and Abilities Market Risk Management – The process of identifying, assessing, and mitigating potential financial losses due to changes in market prices, using strategies like risk measurement, monitoring, and mitigation to protect an organization’s financial health and overall value. Statistical Analysis – The collection and interpretation of data in order to uncover patterns and trends. It is a component of data analytics. Financial Modeling – Develop financial models and valuation models to arrive at a valuation conclusion. Scenario Analysis – Evaluate the potential effects of different hypothetical scenarios on financial health and performance, used for strategic planning and risk management by assessing impacts of economic shocks or policy changes. Stress Testing – A form of deliberately intense or thorough testing used to determine the stability of a given system or entity. It involves testing beyond normal operational capacity, often to a breaking point, in order to observe the results. Data Analysis – Measuring and managing organization data, identifying methodological best practices and conducting statistical analyses. Risk Management Information System (RMIS) – Managing a specialized software or database that organizations use to collect, store, and analyze data related to risk and insurance, which helps businesses assess and manage various risks, such as operational, financial, and insurable risks, by providing a centralized platform for tracking and reporting on risk‑related information, claims, and insurance policies. Liquidity Management – Optimizing, maximizing and safeguarding an organization’s liquidity and maintaining a cash position to ensure the business has cash available when needed. Portfolio Management – An integrated, multi‑disciplinary, customer‑first, approach to help organize and present brands and help them perform. Technical Reporting – The creation of detailed and clear reports documenting technical findings, incidents, and resolutions, often including data analysis and recommendations. Knowledge of VaR, Stress Testing, options valuation, and risk management methodologies. Knowledge of Energy commodities markets (especially natural gas/LNG) and common finance/risk management practices. Experienced with analytical and data manipulation. Knowledge of Excel/VBA/SQL/Python/Power BI. Licenses and Certifications Preferred: FRM or CFA. Work Schedule HYBRID: Work a combination of onsite and remote days each week, typically 4 days per week onsite. Area of Interest Risk Management Full Time/Part Time Full‑time Total Rewards Philosophy Sempra Infrastructure offers a competitive total rewards package that goes beyond base salary. This position is eligible for an annual performance‑based incentive (bonus) as well as merit‑based recognition. Company benefits include health and welfare (medical, dental, vision), employer contributions to retirement benefits, life insurance, paid time off, as well as other company offerings such as tuition reimbursement, paid parental leave, and employee assistance programs. Location Houston Center of Excellence‑TXHS Job Details Pay Range: $115,500.00 – $182,500.00 / year Pay Transparency In order to support the Fair Compensation Strategy by the US Govt., HR Dept., clients are required to adhere to "Pay Transparency Law"; in the impacted states; that have mandated the employers to list the salary ranges in Job advertisements or postings for job opportunities and Job promotions. #J-18808-Ljbffr Sempra Services Corporation