Market Risk Analyst

TN United Kingdom; London; On-site; GBP 45,000 - 70,000; Full time

Job summary

An established industry player is seeking a Market Risk Analyst to join their dynamic team in London. This role involves preparing comprehensive market risk reports, analyzing portfolio risks, and contributing to the design of a robust risk control framework. The ideal candidate will possess strong quantitative skills and a background in risk management, ideally within energy trading or investment banking. This position offers an exciting opportunity to work in a collaborative environment, supporting a risk-conscious culture and engaging with various teams across the organization. If you thrive under pressure and have a passion for risk analysis, this role is perfect for you.

Qualifications

• Experience in risk management within investment banking or energy trading.
• Graduate qualification in Maths, Physics, Engineering, or related fields.

Responsibilities

• Prepare daily, weekly, and monthly market risk reports including VaR.
• Analyse and quantify the risk of the company’s portfolio across commodities.

Skills

Excel

VBA

SQL

Python

Quantitative Analysis

Education

Degree in Maths

Degree in Physics

Degree in Engineering

Degree in Economics

Degree in Computing

Degree in Business

Tools

Power BI

Matlab

Job description

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The Market Risk team provides an independent view of EDF Trading’s market risk exposure for all physical and financial energy trading activity. The team is responsible for the design of risk methodologies, implementation of a suitable risk control framework and providing quantitative and qualitative market risk analysis and control solutions.

Position purpose

• Prepare daily, weekly and monthly market risk reports including VaR, options and stress testing
• Analyse and quantify the risk of the company’s portfolio across commodities and products
• Prepare analysis as directed by manager for consideration by the Global Risk Committee
• Contribute to the design and implemention of a holistic risk control framework with focus on market risk
• Support a risk conscious culture and promote best practice controls within the organisation through interaction with commercial and control teams across geographies.
• Provide support within the Market Risk team for the validation and optimisation of risk models, including system testing and development.
• Provide leadership on global position limits adherence, ensuring appropriate monitoring, aggregation and compliance across group businesses. Provide effective liaison with regulatory bodies as needed.

Experience required

• A background in risk management within an investment bank or energy trading company will be a plus (couple of years of minimum experience)
• Graduate qualification in any or combination of the following subjects: Maths, Physics, Chemistry, Engineering, Economics, Computing and Business or equivalent experience
• Knowledge of Value-At-Risk, stress testing, scenario analysis, and other market risk techniques
• Knowledge of energy commodities and derivatives products
• Good knowledge of position limit regimes in North America and Europe will be considered a plus

Technical requirements

• Strong Excel, VBA, SQL and/or Python skills essential, proficient in other MS Office products, including Power BI
• Strong quantitative aptitude, and ability to read and understand complex mathematical equations
• Knowledge of Matlab will be considered a plus

Person specification

• Excellent analytical skills and a focus on accuracy and precision
• Strong written and verbal communication with ability to present quantitative analysis to all audiences
• Proactive with the ability to thrive in a team environment under often disparate and conflicting pressures

Hours of work:

8.30am – 5.30pm / 40 hours per week, Monday to Friday