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Responsibilities:
1. Implement and utilise risk models and tools for the Market Risk team, such as 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, covering wholesale markets 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, support stakeholder engagement, and update risk policies and frameworks in line with approvals and business changes.
5. Backtest models, tools, limits, and controls, and propose 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 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, market liquidity, portfolio positions, volatilities, correlations, P&L distributions, VaR, risk premia, etc.
* Some exposure to ETRM systems and trading databases.
* Experience reviewing and updating controls and limits on positions and P&L monitoring.
* Experience supporting proposal drafting and stakeholder engagement processes.
* Experience supporting project planning and implementation, such as onboarding new business activities and system or process updates.
* Strong knowledge of Excel and programming skills in at least one language, such as Python, SQL, R, or VBA.
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