Job Title: Market Risk Analyst
Industry: Energy
Location: Leeds (hybrid)
Salary: Up to £55,000
The Senior Market Risk Analyst will be responsible for the identification, assessment, understanding and management of all market risks present within the business activities of Energy Supply UK and the communication and explanation of this to an appropriate level of management.
The Senior Market Risk Analyst will provide market risk expertise and professionalism to all other members of the Energy Supply UK Risk Team and ensure smooth relations both within the team and with other Risk teams within GEMS/Group.
The Senior Market Risk Analyst will interact closely with many stakeholders (Finance, Front, Management...) being able to formulate independent and insightful Risk views.
Key Accountabilities:
* Acting as the owner of Key Risk Metrics and ensuring constant relevance of these metrics
* Actively participating in the Energy Supply UK LRMC and GEMS B2B Supply Risk Committee
* Documentation of risk processes, procedures and policies.
* Investigation and analysis of commercial risks, including sensitivity and Value at Risk (VaR) analysis, together with regular validation through back-testing.
* Lead role in the Risk System Development program, leading to automated Risk Monitoring, Measuring and Reporting
* Monitoring hedging strategies and mismatch limits.
* Quantitative analysis of potential new business opportunities from a market risk perspective.
* Running routine end-of-day processes relating to trading activities
* Validation of all commodity forward curves.
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