Market Risk Analyst

SUMMARY:
My client is seeking an experienced Market Risk Analyst to join their Risk Department. This is a critical role responsible for managing front-line trading controls and ensuring senior management fully understands the risk-reward balance of the trading books. The position involves accurately valuing physical exposure, such as oil cargoes, electricity generation, and gas deliveries, while monitoring the embedded risks within the company’s portfolio to align with its risk appetite. Please note: The candidate must have the FRM (Financial Risk Manager) certification. Candidates without FRM will not be considered.

POSITION INFO:
Key Responsibilities:

• Conduct risk identification, assessment, and monitoring across assigned portfolios.
• Design and adapt risk reports to track key risks and adjust based on changing market conditions.
• Take ownership of risk report coordination, implementation, and communication.
• Work closely with traders to understand market positioning and current conditions.
• Develop and implement bespoke stress tests for various market scenarios, communicating results to senior management and commercial teams.
• Define and monitor predictive risk scenarios to help management and traders assess portfolio positioning.
• Use Python coding and data visualization tools (Tableau/Power BI) to present metrics in daily dashboards.
• Assess a wide range of transactions and provide modeling and analysis as required.
• Clearly communicate findings and insights to traders and senior management.

• Bachelor’s Degree in Science (Master’s preferred, ideally in Finance or Risk Management).
• FRM (Financial Risk Manager) certification is required – candidates without this certification will not be considered.
• 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 the flexibility to manage various issues.
• Able to work autonomously, meet tight deadlines, and deliver practical business solutions.