Senior Market Risk Analyst - Leeds, United Kingdom - Utility People

Utility People

Verified Company

Leeds, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Ref:
JB

Role:
Senior Market Risk Analyst (Energy)

Location:
Remote / Leeds office 1-2 days per week

Salary:50K + 5% bonus

Summary:

Key responsibilities:

Acting as the owner of Key Risk Metrics and ensuring constant relevance of these metrics
Actively participating in the Energy Supply UK LRMC and GEMS B2B Supply Risk Committee
Documentation of risk processes, procedures and policies
Investigation / analysis of commercial risks including sensitivity and Value at Risk (VaR) analysis, together with regular validation through backtesting
Lead role in the Risk System Development program leading to automated Risk Monitoring, Measuring and Reporting
Monitoring hedging strategies and mismatch limits
Quantitative analysis of potential new business opportunities from a market risk perspective
Running routine endofday processes relating to trading activities
Validation of all commodity forward curves

Skills and experience required:

Experience working within energy industry analysing risk for clients
Advanced Microsoft Excel skills including VBA plus Dataiku, PowerBI, and SQL
Advanced Python ? able to develop Jupyter notebooks scripts for adhoc reporting
Able to converse with stakeholders and encourage cooperation between other risk teams
Expertise in Market Risk related topics (regulation, liquidity, key risk metrics)
Strong presentation / communication skills and practical / innovative thinking
Well versed in data analysis theoretical (statistics and econometric models) and practical focuses (Database, APIs, Python)
Resilient in complex environment, proactivity to manage your missions in autonomy
Masters level degree and extensive experience in banking and / or commodity markets