We are looking for a Senior Risk Analyst to join our client's Power, LNG & Emissions market risk team, based in London. The team provides real-time front-line control and management information for management, and traders. This includes daily PNL & risk reporting, ad hoc risk analysis. The role also involves participating projects in improving the ETRM system.
The Power, LNG & Emissions market risk team provides daily performance and market risk analysis for all three of these trading unit and will work very closely with the traders and the other parts of the ETS business. This is a pivotal team in this dynamic business and experience of this area could lead to a range of interesting and challenging career options in the trading and shipping business. .
KEY RESPONSIBILITY AREAS
The main duties and responsibilities of the job holder include:
- Prepare and review of daily PNL and risk reports and follow up any issues with relevant teams
- Ensure that all risk limits are adhered to and assist in implementing new limits when necessary
- Assist in identifying the significant risk within the business, ensuring that they are transparent to senior management
- Maintain a good knowledge of the current Power, LNG and Emissions markets
- Assist in defining forward curve methodologies for accurate mark to market and fair value reporting
- University degree in economics, finance and / or engineering discipline
- Relevant experience in a market risk/ product control role from trading companies or banks
- Strong knowledge of derivatives trading
- Advanced knowledge of risk metrics such as VaR, stress testing, scenario analysis
- Knowledge of one or more of ETRM systems would be an advantage (Endur, Symphony by Amphora)
- Strong and solid knowledge of MS Office suite including excellent Excel and VBA skills, Matlab & SQL knowledge a plus