Job Title: Market Risk Analyst
Location:
Leeds, West Yorkshire, 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 developing, improving, and adopting these models and tools.
* Perform regular and bespoke analyses on risk topics covering wholesale markets instruments and 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 risks.
* Provide opinions and recommendations on various risk topics.
Experience:
* A numerate degree in Mathematics, Physics, Engineering, Computer Science, Economics, or Finance.
* At least two years’ experience in the energy sector in risk, pricing, or analytics roles.
* Experience performing risk analysis using Excel or other applications, including prices, liquidity, portfolio positions, volatilities, correlations, P&L distributions, VaR, and risk premia.
* 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.
* Experience supporting project planning and implementation, such as onboarding new activities.
* Strong knowledge of Excel and programming skills in Python, SQL, R, or VBA.
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