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Responsibilities:
1. Implement and utilise risk models and tools for the Market Risk team, such as for analysing market liquidity, prices, volatilities, and correlations. Investigate and support the development, improvement, and adoption of these models and tools for other business teams.
2. Perform regular and bespoke analyses across the company’s portfolio, covering wholesale market 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 in line with approvals and business changes.
5. Backtest models, tools, limits, and controls, and propose enhancements.
6. Facilitate operational readiness planning for onboarding new business activities and associated 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, covering prices, liquidity, portfolio positions, volatilities, correlations, P&L distributions, VaR, risk premia, etc.
* Exposure to ETRM systems and trading databases.
* Experience reviewing and updating controls and limits on positions and P&L.
* Experience supporting proposal drafting and stakeholder engagement within analytical or commercial contexts.
* Experience supporting project planning and implementation, such as onboarding new business activities and system updates.
* Strong knowledge of Excel and programming skills in at least one language such as Python, SQL, R, or VBA.
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