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Market Risk Analyst - Gas trading
Functieomschrijving
For our client, a major company in Gas and Electricity, we're looking for a highly motivated and detail-oriented Market Risk Analyst to join our dynamic gas trading team. The ideal candidate will play a critical role in reporting daily market exposure and profit and loss (P&L) for our gas trading books, analyzing P&L drivers, and ensuring that all trading activities are within the defined risk framework. This position requires a deep understanding of market conditions, strong analytical skills, and the ability to work collaboratively with various internal and external stakeholders.Key Responsibilities:1. Daily reporting & Analysis
- Accurately report daily market exposure and P&L for gas trading books.
- Analyze P&L by trading strategy and P&L drivers, including commodity market moves, FX, IR, and option greeks.
- Calculate and report key risk metrics such as Value at Risk (VaR) and stress tests.
- Ensure timely identification and resolution of issues related to Stop Loss and VaR limit breaches.
- Analyze and understand the positions being run on the trading desk, ensuring they align with the organization's risk framework.
- Monitor traders' adherence to their delegated authority and trading limits.
- Spot and rectify any discrepancies or issues with transaction, market, or reference data.
- Maintain a strong knowledge of market conditions through the use of available tools and resources.
- Drive continuous improvement in daily reporting processes and contribute to systems or process improvement projects.
- Contribute to new business initiatives, including system upgrades and process improvements.
- Actively drive the continuous enhancement of reporting and risk management processes.
Profiel
We're looking for someone with a University degree in Economics, Engineering, Mathematics, Statistics, or a related field. As new member of the team , you bring a fluent knowlegde in English. Knowledge and understanding of energy markets and financial instruments used for risk management in trading. Familiarity with risk metrics such as VaR, stress tests, and scenario analysis. Experience with one or more ETRM systems (e.g., Endur) or BI tools (e.g., QlikSense) is advantageous. Strong analytical and numerical skills and advanced Excel skills, with a preference for experience in VBA and macro programming
Aanbod
- Competitive remuneration package based on experience and skill set.
- Opportunity to gain unique experience in a dynamic and challenging environment.
- Potential for international travel as required by the role.
- A supportive and collaborative team atmosphere.
- Career growth and professional development opportunities.
Interested candidates should submit their CV and a cover letter outlining their suitability for the role. Applications will be reviewed on a rolling basis.
Praktische informatie
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