Description

As a Senior Market Risk Analyst in Energy Markets, you will engage with traders to assess hedging strategies, monitor portfolio risks, and develop reporting tools. This role involves analyzing new products, enhancing risk models, and preparing insights for key stakeholders.

Requirements

• •University degree in quantitative, financial, information technology, or risk management
• •Good working knowledge of VaR, option theory, econometrics
• •Solid knowledge of financial instruments and their valuation
• •Excellent understanding of commodity markets and energy economics
• •Proficiency with SQL and Python for data modelling and engineering
• •Experience with renewable energies, flexibilities, or short-term optimization
• •Strong analytical skills and attention to detail
• •Minimum of 5 years experience in risk management or trading
• •Proactive communication and teamwork skills
• •Enthusiastic and agile approach to work with a drive to learn

Tasks

• •Liaise with traders and sales staff to evaluate hedging strategies
• •Monitor PnL and risk metrics of the portfolio
• •Report performance and compliance to management
• •Review new products to identify and quantify risks
• •Develop reporting tools for automated risk monitoring
• •Ensure alignment of risk metrics application in Regional Units
• •Quantify portfolio effects and correlations between risk types
• •Facilitate best practice transfer between Regional Units
• •Enhance quantitative risk models for market risk assessment
• •Monitor risk model performance and suggest improvements
• •Prepare ad-hoc analyses, reports, and presentations for stakeholders
• •Interface with central and unit stakeholders across functions

Tools & Technologies

Benefits