Market Risk Analyst

Job Title: Market Risk Analyst Location: London, Greater London, United Kingdom Key Responsibilities & Accountabilities: Maintain and revise risk monitoring reports (market risk, credit risk, liquidity risk); proficiency in Visual Basic programming or Python required. Trade modelling and validation. Configure and model forward pricing curves. Design, conduct, and analyze stress tests for liquidity, market, and credit risks. Maintain and enhance the market risk VaR model, including model backtesting. Oversee new product onboarding control and release. Conduct month-end valuation control (CVA/DVA, model and liquidation reserves). Perform risk control assessments and audits. Drive change management to improve current processes and controls. Complete ad hoc tasks and project work. Liaise with risk teams and trading desks in London, Paris, New York, and Singapore. Person Specification: Degree in a quantitative field such as Mathematics, Mathematical Finance, Physics, or Engineering. Excellent numeracy and analytical skills, combined with strong communication abilities. Advanced problem-solving aptitude and intellectual curiosity. Proficiency in Excel VBA or Python. 3-5 years experience within market risk in energy (oil, gas, power) markets. Knowledge of Openlink Endur or similar ETRM systems is highly advantageous. Solid understanding of commodity derivatives. Organized, able to work to strict deadlines, and capable of multitasking. Ability to work both independently and as part of a global team.

Location: London, GB

Posted Date: 1/19/2025