Market Risk Analyst

SUMMARY:
My client is seeking a highly skilled Market Risk Analyst to join their Risk Department. This independent function plays a critical role in ensuring proper control over front-line trading. The department helps senior management fully understand the risk/reward balance of the trading books and ensures accurate valuation of physical exposure, such as oil cargoes, electricity generation, and gas deliveries. This position is responsible for monitoring the embedded risk within the company’s portfolio and ensuring it aligns with the company's risk appetite.

POSITION INFO:
Key Responsibilities:

• Conduct risk identification, assessments, and monitoring across assigned portfolios.
• Design and adapt risk reports to track key risks and adjust as market conditions change.
• Take ownership of coordinating, implementing, evolving, and communicating risk reports.
• Collaborate effectively with the team and traders to understand market positioning and current conditions.
• Implement bespoke stress tests for various market scenarios and communicate findings to senior management and commercial teams.
• Define and monitor predictive risk scenarios to help management and traders understand portfolio positioning as markets evolve.
• Utilize Python coding and data visualization software (Tableau/Power BI) to present metrics in daily dashboards.
• Assess a wide range of transactions, providing modeling and analysis as necessary.
• Communicate results clearly to traders and senior management.

• Bachelor’s Degree in Science required (Master’s Degree preferred, ideally in Finance or Risk Management).
• Postgraduate qualifications in Finance or Risk Management are advantageous.

• Proven experience in market risk.
• Experience in commodities, especially oil or gas, is a plus but not required.
• High proficiency in Python coding.
• Strong analytical and problem-solving skills with a focus on numerical analysis.
• Excellent communication skills.
• Ability to constructively challenge proposals while maintaining strong working relationships.
• Collaborative team player with flexibility to manage various issues.
• Capable of working autonomously while meeting tight deadlines and delivering practical business solutions.