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Senior market risk analyst

London
RJC Group
Risk analyst
€80,000 a year
Posted: 30 March
Offer description

We are seeking a Senior Market Risk Analyst to join a leading energy trading organisation in London. This role will focus on natural gas and LNG trading portfolios, providing independent market risk oversight, analytics, and challenge to the front office.

The successful candidate will play a key role in monitoring market exposure, validating risk methodologies, and partnering closely with trading desks to support informed risk-taking.


Key Responsibilities

* Monitor and analyse market risk exposure across Gas and LNG trading portfolios.
* Produce and review daily risk metrics, including VaR, stress testing, PnL explain, and scenario analysis.
* Provide independent challenge to traders on positions, strategies, and risk limits.
* Investigate and explain daily PnL movements and ensure alignment between risk and front‑office valuations.
* Develop and enhance risk models, reporting tools, and analytics for gas and LNG markets.
* Assess and monitor market risk limits and escalatio benches when required.
* Work closely with trading, structuring, quantitative, and middle office teams to ensure robust risk management practices.
* Contribute to risk framework improvements including new product approvals and methodology reviews.
* Provide insight on market volatility, liquidity, and stress events impacting energy markets.


Key Requirements

* 3+ years of experience in market risk within energy trading or commodities.
* Strong knowledge of European Gas and LNG markets.
* Experience with risk metrics such as VaR, stress testing, scenario analysis, and PnL explain.
* Good understanding of physical and financial gas/LNG instruments (futures, swaps, options).
* Ability to interact confidently with front office traders and senior stakeholders.
* Strong analytical and quantitative skills.
* Experience with risk systems or analytics tools (e.g., Endur, Allegro, Murex, Python, SQL, Power BI, etc.) is advantageous.
* Degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field.
* Experience covering global LNG trading portfolios.
* Knowledge of European energy hubs (TTF, NBP, JKM).
* Exposure to options and structured energy products.
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