Market Risk Analyst
Market Risk Analyst
Key Responsibilities & Accountabilities:
- Maintain and revise risk monitoring reports (market risk, credit risk, liquidity risk); proficiency in Visual Basic programming or Python required.
- Trade modelling and validation.
- Configure and model forward pricing curves.
- Design, conduct, and analyze stress tests for liquidity, market, and credit risks.
- Maintain and enhance the market risk VaR model, including model backtesting.
- Oversee new product onboarding control and release.
- Conduct month-end valuation control (CVA/DVA, model and liquidation reserves).
- Perform risk control assessments and audits.
- Drive change management to improve current processes and controls.
- Complete ad hoc tasks and project work.
- Liaise with risk teams and trading desks in London, Paris, New York, and Singapore.
Person Specification:
- Degree in a quantitative field such as Mathematics, Mathematical Finance, Physics, or Engineering.
- Excellent numeracy and analytical skills, combined with strong communication abilities.
- Advanced problem-solving aptitude and intellectual curiosity.
- Proficiency in Excel VBA or Python.
- 3-5 years experience within market risk in energy (oil, gas, power) markets.
- Knowledge of Openlink Endur or similar ETRM systems is highly advantageous.
- Solid understanding of commodity derivatives.
- Organized, able to work to strict deadlines, and capable of multitasking.
- Ability to work both independently and as part of a global team.
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