Senior Market Risk Analyst (Energy)

Summary:

We are looking for a Senior Market Risk Analyst to join a global leading energy supply and services company.  The role is to be responsible for the identification, assessment, understanding and management of all market risks present within the business activities of UK energy supply and the communication / explanation of this to an appropriate level of management. The ideal candidate will have experience working within the energy industry analysing risk for clients, advanced Microsoft Excel skills including VBA, and have strong presentation / communication skills.  

Key responsibilities:

• Acting as the owner of Key Risk Metrics and ensuring constant relevance of these metrics
• Actively participating in the Energy Supply UK LRMC and GEMS B2B Supply Risk Committee
• Documentation of risk processes, procedures and policies
• Investigation / analysis of commercial risks including sensitivity and Value at Risk (VaR) analysis, together with regular validation through back-testing
• Lead role in the Risk System Development program leading to automated Risk Monitoring, Measuring and Reporting
• Monitoring hedging strategies and mismatch limits
• Quantitative analysis of potential new business opportunities from a market risk perspective
• Running routine end-of-day processes relating to trading activities
• Validation of all commodity forward curves

Skills and experience required: 

• Experience working within energy industry analysing risk for clients
• Advanced Microsoft Excel skills including VBA plus Dataiku, PowerBI, and SQL
• Advanced Python – able to develop Jupyter notebooks and .py scripts for ad-hoc reporting
• Able to converse with stakeholders and encourage cooperation between other risk teams
• Expertise in Market Risk related topics (regulation, liquidity, key risk metrics)
• Strong presentation / communication skills and practical / innovative thinking
• Well-versed in data analysis - theoretical (statistics and econometric models) and practical focuses (Database, APIs, Python)
• Resilient in complex environment, proactivity to manage your missions in autonomy
• Masters level degree and extensive experience in banking and / or commodity markets

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