Risk Analyst - Brussels

  • Location

    Europe

  • Sector:

    Finance & Risk, Gas, Power and LNG

  • Salary:

    Competitive

  • Contact:

    Orit Brown

  • Contact email:

    orit@elevenrecruitment.com

  • Job ref:

    J6898

  • Published:

    about 1 month ago

  • Expiry date:

    2020-05-31

  • Consultant:

    #

An international trading house is looking for a Risk Analyst to join their Brussels office. 

Key responsibilities 

  • 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


Requirements

  • 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


Reporting Relationships


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.