Market Risk Analyst

Market Risk Analyst

EDF Group

London, United Kingdom

Position purpose

• Prepare daily, weekly and monthly market risk reports including VaR, options and stress testing
• Analyse and quantify the risk of the company’s portfolio across commodities and products
• Prepare analysis as directed by manager for consideration by the Global Risk Committee
• Contribute to the design and implementation of a holistic risk control framework with focus on market risk
• Support a risk conscious culture and promote best practice controls within the organisation through interaction with commercial and control teams across geographies
• Provide support within the Market Risk team for the validation and optimisation of risk models, including system testing and development
• Provide leadership on global position limits adherence, ensuring appropriate monitoring, aggregation and compliance across group businesses. Provide effective liaison with regulatory bodies as needed

Experience required

• A background in risk management within an investment bank or energy trading company will be a plus (couple of years of minimum experience)
• Graduate qualification in any or combination of the following subjects: Maths, Physics, Chemistry, Engineering, Economics, Computing and Business or equivalent experience
• Knowledge of Value-At-Risk, stress testing, scenario analysis, and other market risk techniques
• Knowledge of energy commodities and derivatives products
• Good knowledge of position limit regimes in North America and Europe will be considered a plus

Technical requirements

• Strong Excel, VBA, SQL and/or Python skills essential, proficient in other MS Office products, including Power BI
• Strong quantitative aptitude, and ability to read and understand complex mathematical equations
• Knowledge of Matlab will be considered a plus

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