An international trading house is looking for a Risk Analyst to join their Brussels office.
- Report timely and accurate daily market exposure and profit and loss for gas trading books; Analysis of the P&L by trading strategy and greeks to help explain the drivers of the P&L
- Calculation of risk metrics like VaR and stress
- Support ongoing projects (IT and other) to support the MO; improvement of risk metrics reporting, automisation P&L explain
- Analysis and understanding of the risk positions being run on the desk and ensuring these fit within the risk framework of the organization.
- Spot and remedy any problems with relevant data (transaction, market or reference data).
- Maintain good relations with all internal and external stakeholders especially with FO, Back Office, Accounting, Planning & Control & IT
- University degree (preferably in Economy, Engineering, Mathematics, Statistics)
- 4-6 years of working experience (preferably in energy trading environment)
- Relevant experience within a Market Risk environment in a trading company;
- Strong knowledge and understanding of energy markets and the financial instruments commonly used for risk management for gas
- Knowledge of risk metrics such as VaR, stress tests, scenario analysis,
- Knowledge of one or more of Risk Management systems (e.g. Endur) would be an advantage
- Language knowledge : English (Fluent) and one of local languages (French or Dutch)
- Flexibility in working hours is required
This position reports to Market Risk Gas Team Lead. The main relationships will be:
- Internal –Front Office, Back Office, Accounting, Planning&Control, IT and other Middle Office units;
- External - relevant industry contacts.