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Responsibilities:
1. 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.
2. Perform regular and bespoke analyses on risk topics covering wholesale market instruments, exposures, underlying positions, risks, P&L, scenarios, stresses, VaR, and other key factors.
3. 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.
4. Develop market risk proposals and support stakeholder engagement and approval processes. Update risk policies and frameworks as needed.
5. Backtest models, tools, limits, and controls; propose enhancements and additional measures.
6. Support operational readiness planning and implementation for onboarding new business activities and risks.
7. Provide opinions and recommendations on various risk topics.
Experience:
* A numerate degree in Mathematics, Physics, Engineering, Computer Science, Economics, or Finance.
* At least two years’ experience in the energy sector in risk, pricing, or analytics roles.
* Experience performing risk analysis using Excel or similar applications, including prices, liquidity, portfolio positions, volatilities, correlations, P&L distributions, VaR, and risk premia.
* Exposure to ETRM systems and trading databases.
* Experience reviewing and updating controls and limits on positions and P&L.
* Experience supporting proposals, papers, and stakeholder engagement.
* Experience in project planning and implementation, such as onboarding new business activities.
* Strong knowledge of Excel and programming skills in at least one language such as Python, SQL, R, or VBA.
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