
Senior Market Risk Analyst, UK
- United Kingdom
- Permanent
- Full-time
- Responsible for preparing daily, weekly and monthly market risk reports, including VaR, options and stress testing
- Key role in quantitative analysis of the risk profile of the company's portfolio across commodities and products
- Deliver ad-hoc analysis to support Market Risk and Middle Office activities (such as onboarding new business and products) as directed by the Risk Manager
- Support ongoing digitalization and automation efforts to improve information flow and reduce manual processes across the business
- Collaborate on IT systems development and testing to enhance risk tools and infrastructure, as well as onboarding new products
- Promote a culture of continuous improvement by having the courage to challenge established processes. This includes identifying inefficiencies in operations and opportunities to streamline and automate shared processes and interfaces
- Assist in the development, enhancement, and validation of market risk models
- Ensure accurate and timely validation of option bookings
- Provide analytical support for the Senior Risk Manager in relation to NBC and GRC
- Ability to work effectively as part of a global, hybrid working team
- Possess a degree in a relative quantitative discipline
- 4 to 7 years' experience in the commodities trading field, preferably Gas and LNG related products
- A background in energy risk management at an energy trading company
- Good knowledge of derivatives products, including options
- Strong knowledge in energy risk metrics/models is essential, such as VaR and stress testing
- Knowledge of energy markets (preferably Gas and LNG)
- Excellent quantitative analytical skills
- Comfortable working across time zones and cultures; experience in a global or multi-location team is preferred
- Collaborative working style, able to operate effectively in both in-person and virtual environments
- Strong communications skills, with the ability to explain technical concepts to non-technical stakeholders
- Proactive, with the ability to thrive in a team environment under often disparate and conflicting pressures
- Integrity, attention to detail, and high standards of accuracy
- Able to own tasks independently whilst coordinating with colleagues to ensure consistency and knowledge sharing