Hybrid Market Risk Analyst (12m) – Energy & Treasury

AGL Energy; Melbourne; On-site; AUD 110,000 - 170,000; Full time

Job summary

AGL Energy is seeking a Market Risk Analyst to provide independent oversight of risks across defined commodity and treasury portfolios. You will monitor exposures, support policy compliance, and escalate material risks to strengthen governance across Wholesale Markets, Treasury and Finance.

You will contribute to risk frameworks, develop metrics, and support audits and regulatory reviews. AGL values inclusivity and a collaborative approach, with a focus on delivering robust risk insights.

Qualifications

• Experience in market risk, treasury, financial markets or related analytical discipline.
• Understanding of risk governance and control environments.
• Strong quantitative and analytical capability with statistical techniques.
• Knowledge of financial instruments and risk concepts.
• Experience with large datasets and data quality.

Responsibilities

• Provide independent oversight and analysis of risk exposures for a defined commodity or treasury portfolio, supporting compliance with policies.
• Monitor trading, treasury and commercial activities, identify material risks and provide evidence-based analysis.
• Support investigations into policy breaches, control failures and risk events, including remediation tracking.
• Contribute to development and enhancement of risk frameworks, methodologies and governance.
• Develop, maintain and validate risk metrics, valuation tools, stress testing and scenario analysis, and oversee data inputs.
• Prepare risk analysis and reporting for governance forums, supporting risk measurement and monitoring.
• Support internal and external audits and regulatory reviews relating to market and treasury risk frameworks.
• Build stakeholder relationships and communicate technical risk concepts clearly.

Skills

Market risk

Treasury

Quantitative analysis

Statistical methods

Excel

Power BI

SQL

Python

Stakeholder communication

Education

Tertiary qualifications in finance/economics/statistics or related discipline

Tools

Power BI

SQL

Python

Databricks

Job description

AGL Energy is seeking a Market Risk Analyst to provide independent oversight of risks across defined commodity and treasury portfolios. You will monitor exposures, support policy compliance, and escalate material risks to strengthen governance across Wholesale Markets, Treasury and Finance.

You will contribute to risk frameworks, develop metrics, and support audits and regulatory reviews. AGL values inclusivity and a collaborative approach, with a focus on delivering robust risk insights.