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Senior market risk analyst - power

London
Shell plc
Risk analyst
Posted: 20h ago
Offer description

Job Location: United Kingdom

Job Family Group: Finance

Worker Type: Regular

Posting Start Date: June 2, 2025

Business Unit: Finance

Experience Level: Experienced Professionals


Job Description

What's the role?

In this position, you will have several key responsibilities, including:

1. Developing close relationships with the European power trading business to support new deals and appraise trading activities to ensure mandated exposure and risk limits are adhered to.
2. Using knowledge of European power markets to manage risk identification of model/portfolio assumptions and market inputs.
3. Collaborating with commercial quantitative teams to advance future pricing, valuation, and risk models.
4. Playing a key role in developing risk frameworks for illiquid, structured, and complex products, liaising with the wider Market Risk function and commercial stakeholders.
5. Providing Market Risk input on new and group business proposals, assessing risks of complex structured deals, and calibrating performance parameters.
6. Leading the execution of key controls for the business area and collaborating with other functions to improve controls and processes.
7. Keeping Risk leadership informed of notable position and market movements.
8. Providing independent advice on risk/return levels and ensuring alignment with risk appetite.
9. Performing performance reporting for management, including trading strategy P&L, imbalance volume analysis, forecast accuracy, limit monitoring, and fundamental analysis.
10. Representing Market Risk on strategic power projects.
11. Developing tools for portfolio reviews and producing detailed analyses for senior management.
12. Driving understanding of methodologies to assess risk/reward, including VaR back-testing, stress testing, and scenario analysis.
13. Refining the fair economic valuation approach for power deals, considering imbalance, shape, and liquidity risks, and advising on risk reserves.
14. Collaborating with support functions for deal support and portfolio queries.
15. Supporting audit requirements and mentoring junior team members.


Requirements

We seek candidates with attributes including:

* A degree in mathematics, economics, engineering, science, or related fields.
* Extensive power market risk experience with a solid understanding of fundamentals like P&L, exposure, VaR, stress testing, and modeling.
* Knowledge of non-linear products, tolling agreements, renewable power, and certificates (GoOs, REGOs).
* Understanding of cross-commodity market fundamentals.
* Proficiency in evaluating trading valuations and model calibration.
* Attention to detail and accuracy, ability to multitask.
* Understanding of Fair Value and derivatives.
* Endur ETRM knowledge is preferred; experience with ETRM migrations is a plus.
* Strong analytical, modeling, and problem-solving skills.
* Ability to lead multi-stakeholder projects with risk controls.
* Technological skills, including Python and SQL.
* Ability to work under tight deadlines and in high-pressure environments.
* Self-motivated team player, capable of remote work within a global team.
* Creative problem-solving, excellent communication, and interpersonal skills.


Additional Information

We encourage all qualified applicants to apply, regardless of whether they meet every requirement. Shell is committed to diversity, equity, and inclusion, welcoming applicants of all backgrounds.


About Shell UK

Shell is a global energy company committed to sustainable and responsible energy solutions. It aims to reach net zero emissions by 2050 and invests heavily in low-carbon technologies and infrastructure in the UK.


Work Environment and Benefits

Shell offers a dynamic, inclusive, and rewarding work environment with opportunities for career growth, innovation, and contribution to global energy solutions. The company promotes diversity and flexible working arrangements.


Disclaimer

Shell reserves the right to amend or withdraw job postings at any time. Applicants are advised to review Shell's data protection policy. Shell is an Equal Opportunity Employer.

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