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The Market Risk team provides an independent view of EDF Trading’s market risk exposure for all physical and financial energy trading activity. The team is responsible for the design of risk methodologies, implementation of a suitable risk control framework and providing quantitative and qualitative market risk analysis and control solutions.
Position purpose
* Prepare daily, weekly and monthly market risk reports including VaR, options and stress testing
* Analyse and quantify the risk of the company’s portfolio across commodities and products
* Prepare analysis as directed by manager for consideration by the Global Risk Committee
* Contribute to the design and implemention of a holistic risk control framework with focus on market risk
* Support a risk conscious culture and promote best practice controls within the organisation through interaction with commercial and control teams across geographies.
* Provide support within the Market Risk team for the validation and optimisation of risk models, including system testing and development.
* Provide leadership on global position limits adherence, ensuring appropriate monitoring, aggregation and compliance across group businesses. Provide effective liaison with regulatory bodies as needed.
Experience required
* A background in risk management within an investment bank or energy trading company will be a plus (couple of years of minimum experience)
* Graduate qualification in any or combination of the following subjects: Maths, Physics, Chemistry, Engineering, Economics, Computing and Business or equivalent experience
* Knowledge of Value-At-Risk, stress testing, scenario analysis, and other market risk techniques
* Knowledge of energy commodities and derivatives products
* Good knowledge of position limit regimes in North America and Europe will be considered a plus
Technical requirements
* Strong Excel, VBA, SQL and/or Python skills essential, proficient in other MS Office products, including Power BI
* Strong quantitative aptitude, and ability to read and understand complex mathematical equations
* Knowledge of Matlab will be considered a plus
Person specification
* Excellent analytical skills and a focus on accuracy and precision
* Strong written and verbal communication with ability to present quantitative analysis to all audiences
* Proactive with the ability to thrive in a team environment under often disparate and conflicting pressures
Hours of work:
8.30am – 5.30pm / 40 hours per week, Monday to Friday
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