Market Risk Analyst - Energy Markets (London Area)
Our client, Our client, an interesting London-based Commodities firm is seeking to hire a Market Risk Analyst to further compliment the team.
As part of the second line Risk function, assure market risk, liquidity risk, credit risk and operational risks are appropriately measured, monitored and reported in accordance with company and regulatory policies.
Asset classes covered: metals and energy
Key Responsibilities & Accountabilities
• Maintain and revise risk monitoring reports (market risk, credit risk, liquidity risk); requiring proficiency in Visual Basic programming or Python.
• Trade modelling and validation.
• Configuring and modelling forward pricing curves.
• Design, Conduct and analyse stress tests for Liquidity, Market and Credit risks.
• Maintain and enhance the market risk VaR model including model backtesting.
• New product onboarding control and release.
• Conduct certain month end valuation control (CVA/DVA, model and liquidation reserves).
• Perform risk control assessments and audits.
• Change management- improve current processes and controls.
• Complete Ad hoc tasks and project work.
• Liaise with risk teams and trading desks in London, Paris, New York and Singapore.
Requirements:
• Degree in a quantitative field such as Mathematics, Mathematical Finance, Physics or Engineering is a requisite for this role.
• Excellent numeracy, analytics, combined with strong communication skills.
• Advanced aptitude for problem solving and Intellectually curious.
• Must be proficient in Excel VBA or Python.
• Experience within Market Risk in energy (oil, gas, power) markets.
• Knowledge of Openlink Endur or any other similar ETRM systems is highly advantageous.
• Solid understanding of commodity derivatives.
• Organised and able to work to strict deadlines and able to multitask.
• Able to work both independently and as part of a global team.
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