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Market Risk Analyst, Crawley, West Sussex
Location: Crawley, West Sussex, United Kingdom
Job Category: Other
EU work permit required: Yes
Job Views:
4
Posted:
07.06.2025
Expiry Date:
22.07.2025
Job Description:
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 understanding, developing, improving, and adopting these models and tools.
* Perform regular and bespoke analyses on risk topics, including wholesale markets instruments, exposures, underlying positions, risks, P&L, scenarios, stresses, VaR, and other 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 accordingly.
* Backtest models, tools, limits, and controls, and propose enhancements.
* Support operational readiness for onboarding new business activities and associated risks.
* Provide opinions and recommendations on various risk topics.
Experience:
* A numerate degree such as Mathematics, Physics, Engineering, Computer Science, Economics, or Finance.
* At least two years’ experience in the energy sector in risk, pricing, or analytics roles.
* Experience in 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 in reviewing and updating controls and limits on positions and P&L monitoring.
* Experience in drafting proposals and papers, managing stakeholder engagement.
* Experience supporting project planning and implementation, such as onboarding new activities or 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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