• Overseeing PJM's models for credit calculations and to support trade surveillance • Leading the analytical team to develop modeling to capture the risks of market participant activity • Identifying gaps in the current PJM markets where bad actors can take an unfair advantage of market rules • Using results to take appropriate steps to make changes in PJM's simulation models • Margin market participants appropriately and make changes governing documents to close perceived loopholes • Providing quantitative analytical support to identify simulation model enhancements • Maintaining historical simulation model that calculates margin requirement for FTR products • Conducting ad hoc analysis pertaining to margining of FTR products • Developing tools to analyze historical simulation model results • Developing risk controls and reporting to management • Interfacing with stakeholders, management, peers, and others to provide expertise in risk modeling • Analyzing PJM’s governing documents to design new PJM market rules and make changes to existing rules • Developing dashboard reporting and ETL procedures • Interacting with leadership and cross-functional teams to understand strategic changes