Energy Market Risk Analyst (12-Month FTC)

A098 AGL Energy Limited; Melbourne; On-site; AUD 120,000 - 180,000; Full time

Job summary

AGL Energy Limited is seeking a Market Risk Analyst to provide independent oversight and analysis across defined risk portfolios within the EMTR team. You will support governance, risk measurement and reporting across electricity, gas, FX, rates and liquidity frameworks, engaging with Wholesale Markets, Treasury, Finance and Technology.

The role covers development of risk metrics, stress testing, and data quality improvements, with a focus on delivering actionable insights for governance forums

Qualifications

• Experience in market risk, treasury, financial markets, commodities, banking, corporate finance, or related analytical discipline.
• Understanding of trading or treasury risk frameworks, governance arrangements and risk control environments.
• Strong quantitative and analytical capability with experience applying statistical or mathematical techniques to risk, valuation, forecasting or financial analysis.
• Understanding of financial instruments and risk concepts; exposure to commodity, FX, interest rate, liquidity or funding risk is advantageous.
• Strong problem-solving, attention to detail and disciplined approach to controls, documentation and data quality.
• Clear written and verbal communication skills to explain technical risk concepts to non-technical stakeholders.
• Ability to collaborate across Wholesale Markets, Treasury, Finance, Risk and Technology with sound judgement.

Responsibilities

• Provide independent oversight and analysis of risk exposures for a defined portfolio, supporting adherence to policies, limits and risk appetite.
• Monitor trading, treasury and commercial activities for material and emerging risks, delivering clear, evidence-based analysis and timely escalation.
• Support investigations into policy breaches, control failures and risk events, including remediation tracking and assessment of control effectiveness.
• Contribute to development and enhancement of market and treasury risk frameworks, methodologies and governance.
• Develop and validate risk metrics, valuation tools, stress testing and scenario analysis; oversee key data inputs.
• Prepare risk analysis and reporting for governance forums and support risk measurement, liquidity analysis and monitoring.
• Assist internal and external audits and regulatory reviews related to market and treasury risk frameworks.
• Build stakeholder relationships, translating technical analysis into business implications and driving data quality and automation.

Skills

Market risk

Treasury

Financial markets

Quantitative analysis

Excel

Power BI

SQL

Python

Databricks

Education

Finance/Economics/Math/Statistics/Actuarial/Engineering/Accounting/Commerce

Tools

Power BI

SQL

Python

Databricks

Job description

AGL Energy Limited is seeking a Market Risk Analyst to provide independent oversight and analysis across defined risk portfolios within the EMTR team. You will support governance, risk measurement and reporting across electricity, gas, FX, rates and liquidity frameworks, engaging with Wholesale Markets, Treasury, Finance and Technology.

The role covers development of risk metrics, stress testing, and data quality improvements, with a focus on delivering actionable insights for governance forums