Your responsibilities will include:
· Developing, implementing and reviewing market risk models and analytical tools to assess market liquidity, prices, volatilities, correlations and portfolio exposures.
· Conducting regular and ad hoc risk analysis across power, gas and environmental products, including stress testing, Value at Risk (VaR), scenario analysis and profit and loss assessments.
· Establishing and improving risk metrics, limits, policies and frameworks, while managing stakeholder engagement and supporting the onboarding of new business activities and associated risks.
You will need to have the following experience:
· Experience in the energy sector in a risk, pricing or analytics role.
· Extensive experience conducting market risk analysis, including assessing prices, market liquidity and portfolio positions, as well as calculating volatilities, correlations, P&L distributions, Value at Risk and risk premia.
· Strong analytical and modelling skills, with the ability to develop and enhance risk tools, influence business decisions and support effective risk management across a growing energy portfolio.
For more information, please contact Zoi at Marlin Selection and apply via the link provided.