Dear all,
I have been given the chance to have an interview for an energy trading firm that uses algorithmic trading and alike. It occur to me that seeking popular wisdom here might help my odds. The position is in the quantitative risk management department. I have the following concrete questions:
1) There is the point in the description of the job that I don't understand completely:
This is a great opportunity to work with highly skilled people from diverse backgrounds and nationalities to oversee risks across multiple markets and asset classes including PPAs, VPPs, swings, options, LNG in an expanding business environment
What do PPA, VPP and LNG stand for? Could you refer to some references for the technical analysis behind swing commodity trading nor the modeling of dynamics for commodities return?
2) There is also this:
Advanced knowledge of risk metrics, option theory and understanding of commodity markets
Could you maybe refer to literature on commodity markets (general economics of it) nor common risk metrics used in the risk management of the products listed above?
Many thanks for your valuable time.
Thanks and best regards
José