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Role Responsibilities:
* 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.
* Perform regular and bespoke analyses of the company's portfolio, covering wholesale market instruments, exposures, positions, risks, P&L, scenarios, stresses, VaR, and other key factors.
* 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.
* Develop market risk proposals, support stakeholder engagement, and update risk policies and frameworks in line with approvals and business changes.
* Backtest models, tools, limits, and controls, and propose enhancements.
* Facilitate operational readiness planning for onboarding new business activities and associated risks.
* 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 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.
* Strong knowledge of Excel and programming skills in at least one language like Python, SQL, R, or VBA.
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