Market Risk Analyst - Gas trading
Functieomschrijving
- 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.
Profiel
- University degree in Economics, Engineering, Mathematics statistics or other related fields
- Excellent knowledge of English is curical to function in the international environment
- 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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