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Job Responsibilities
1. Implement and utilise risk models and tools for the Market Risk team, such as for analysing market liquidity, prices, volatilities, and correlations. Investigate and support the development, improvement, and adoption of these models and tools across business teams.
2. Perform regular and bespoke analyses on the company's portfolio, covering wholesale market instruments, exposures, 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, support stakeholder engagement, and update risk policies and frameworks in line with approvals and business changes.
5. Backtest models, tools, limits, and controls, and recommend enhancements.
6. Support operational readiness planning and implementation for onboarding new business activities and associated 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 other 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 proposal drafting, stakeholder engagement, and project implementation.
* Strong knowledge of Excel and programming skills in Python, SQL, R, or VBA.
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