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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 the company's portfolio, including risk topics related to wholesale market instruments, exposures, positions, risks, P&Ls, scenarios, stresses, VaR, and other 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 as needed.
5. Backtest models, tools, limits, and controls; propose enhancements and additional measures.
6. Support operational readiness planning and onboarding of 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 of experience in the energy sector in risk, pricing, or analytics roles.
* Experience in 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.
* Reviewed and updated controls and limits on positions and P&Ls.
* Supported drafting proposals and managing 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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