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Market risk/energy forecasting analyst

Slough
Vallum Associates
Analyst
Posted: 16h ago
Offer description

Market Risk/Energy Forecasting Analyst

Salary: upto £62K, Hybrid In London office.



As a Market Risk/Energy Forecasting Analyst, you'll develop innovative models and tools, perform in-depth analyses, and present compelling risk proposals. You'll keep our risk policies current, support new business activities, and provide expert recommendations. With your knowledge of the GB electricity markets, risk management and proficiency in Excel and basic programming,


you'll help shape the future of market risk management. What skills/experience do I need to be successful?


Significant experience in the energy sector in a risk, pricing or analytics role;

Performed risk analysis in Excel or other applications, on aspects such as prices, market liquidity, portfolio positions, such as computing volatilities, correlations, P&L distributions, value-at-risk, risk premia, etc;

Some exposure to ETRM systems and trading databases;

Reviewed and updated controls and limits such as on positions and P&Ls for monitoring business activities;

Strong knowledge of Excel and some ability to program in at least one language, such as Python, SQL, R or VBA.

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