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Market Risk Analyst - Energy Markets, London
Client:
Location: London, United Kingdom
Job Category: Other
EU work permit required: Yes
Job Views: 2
Posted: 02.05.2025
Expiry Date: 16.06.2025
Job Description:
Our client, an interesting London-based commodities firm, is seeking to hire a Market Risk Analyst to further complement the team.
As part of the second line risk function, the analyst will assure that 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 include 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 analyze stress tests for liquidity, market, and credit risks.
* Maintain and enhance the market risk VaR model including model backtesting.
* Onboard new products, including control and release processes.
* Conduct month-end valuation controls (CVA/DVA, model and liquidation reserves).
* Perform risk control assessments and audits.
* Implement change management to improve current processes and controls.
* Complete ad hoc tasks and project work.
* Coordinate 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.
* Excellent numeracy and analytical skills, with strong communication abilities.
* Advanced problem-solving skills and intellectual curiosity.
* Proficiency in Excel VBA or Python.
* Experience in Market Risk within energy markets (oil, gas, power).
* Knowledge of Openlink Endur or similar ETRM systems is highly advantageous.
* Solid understanding of commodity derivatives.
* Organized, able to meet strict deadlines, and capable of multitasking.
* Ability to work independently and as part of a global team.
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