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Responsibilities:
1. Implement and utilise risk models and tools for the Market Risk team, including analysis of 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, 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 such as power, gas, and certificates.
4. Develop market risk proposals, support stakeholder engagement, and update risk policies and frameworks according to approvals and business changes.
5. Backtest models, tools, limits, and controls, and propose enhancements.
6. Facilitate operational readiness planning and onboarding of new business activities and risks.
7. Provide opinions and recommendations on risk topics to the team and business.
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 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 proposals, papers, and stakeholder engagement processes.
* Experience supporting 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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