Market Risk Analyst

Market Risk Analyst

Vattenfall

Hamburg, Germany

Your role

• Take responsibility for the risk monitoring of the trading, hedging and sourcing activities of Vattenfall. This includes:
  • Ensure timely and accurate daily reporting of various risk metrics (e.g. Mark-to-Market, commodity exposures, Value at Risk, stress tests).
  • Support the validation process for complex business cases within various IT Systems.
  • Monitor compliance with the Risk Mandate structure.
  • Provide a quantitative and qualitative description of the desk performance and market risks to senior management.
  • Analyse and understand trading strategies and developments in the commodity markets.
  • Monitor algorithmic trading activities.
  • Validate forward curve prices.
  • Provide input for the monthly risk report for the Vattenfall Risk Committee.
• Partner up with our technical support teams in Operations and bring our technical reporting setup to the next level. I.e. develop a solid understanding of our source system-data in Endur and further develop own reporting solutions based on the existing Azure Data Warehouse.
• Review valuation methodologies, book structures, limit structures and risk reports on an on-going basis and propose and implement improvements in order to ensure transparency and control in exposures and results.
• Establish a close relationship with Front Office to ensure a mutual and full understanding of P&L and risk measures.
• Co-operate with various stakeholders throughout the business (i.e. other Risk functions, BA Markets Operations, IT, Finance).
• Contribute to, and ultimately lead projects such as new trading product implementations, improved risk reporting, regulatory requirements and risk control improvements.

Your profile

Your qualifications

• University degree in a quantitative/financial/information technology or risk management discipline.
• At least first hands-on experience with SQL based data modelling and data engineering using Cloud technologies and a keen interest to practically work with further integrating, automating and expanding our reporting setup.
• Relevant experience in risk management or trading within an investment bank, consulting or energy trading company.
• IT literate, with good Excel, Microsoft Power BI and programming skills. Knowledge of Openlink Endur is a strong advantage.
• Strong oral and written communication skills. Fluency in English required.
• Broad knowledge of European & global energy markets is an advantage.

Your profile

• Good cooperation and a team player in an international team.
• Sound experience with cloud environment and infrastructure handling.
• Strong communication and relationship building skills.
• Strong analytical skills, accurate and attention to detail.
• Able to work under pressure.
• Enthusiastic and agile approach to work with a drive to learn and make continuous improvements.

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