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Market Risk Analyst, Kingston upon Hull, East Yorkshire
Location: Kingston upon Hull, East Yorkshire, United Kingdom
Job Category: Other
EU work permit required: Yes
Job Views:
4
Posted:
07.06.2025
Expiry Date:
22.07.2025
Job Description:
Responsibilities:
* Implement and utilise risk models and tools for the Market Risk team, such as for analysing market liquidity, prices, volatilities, and correlations. Support other business teams in developing, improving, and adopting these models and tools.
* Perform regular and bespoke analyses on risk topics across the company’s portfolio, including wholesale market instruments, exposures, positions, risks, P&Ls, scenarios, stresses, VaR, etc.
* Review and propose metrics and limits to control exposures, positions, values, and risks across all market risk activities, including commodities like power, gas, and certificates.
* Develop market risk proposals and support stakeholder engagement and committee approvals. Update risk policies and frameworks accordingly.
* Backtest models, tools, limits, and controls, and recommend enhancements.
* Support operational readiness for onboarding new business activities and associated risks.
* Provide opinions and recommendations on various risk topics.
Experience:
* A numerate degree such as Mathematics, Physics, Engineering, Computer Science, Economics, or Finance.
* At least two years’ experience in the energy sector in risk, pricing, or analytics roles.
* Experience in risk analysis using Excel or similar applications, covering prices, liquidity, portfolio positions, volatilities, correlations, P&L distributions, VaR, etc.
* Exposure to ETRM systems and trading databases.
* Experience in reviewing and updating controls and limits on positions and P&Ls.
* Experience in stakeholder engagement, proposal drafting, and project support.
* Strong knowledge of Excel and programming skills in Python, SQL, R, or VBA.
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