SENIOR RISK ANALYST recruitment
Principal Accountabilities:
• Prepare, review and summarise risk reports on the portfolios
• Act as a strong sparring partner with FO and management by demonstrating and understanding market developments and risk metrics displayed by the portfolios
• Proactively investigate, propose and develop new risk assessment techniques for application within the company
• Enhance team performance by mentorship and coaching different team members and leveraging risk and industry knowledge
• Analyse structured trading and option strategies to leverage the optimisation of optionality
Knowledge and Skills:
• A graduate with 3-6 years of solid portfolio and risk analysis experience gained in the energy sector
• Specific energy commodity understanding and detailed knowledge of power and gas markets
• Thorough understanding of dynamics of drivers and perceive and identify trends
• Detailed knowledge of VBA programming, Excel, Access, Matlab, SQL
• Understand the complexities of options pricing in particular around asset modelling, around stochastic processes, Monte Carlo simulation and VaR; propose adequate stress testing of exposures