Permanent Senior Market Risk Analyst

Marlin Selection; England; On-site; GBP 60,000 - 90,000; Full time

Job summary

Marlin Selection is seeking a senior risk analytics professional to develop, implement and review market risk models and analytical tools for energy trading. You will assess market liquidity, prices, volatilities and portfolio exposures across power, gas and environmental products, and perform VaR, stress tests and P&L analyses.

You will establish and refine risk metrics, limits and governance frameworks while engaging stakeholders and supporting onboarding of new activities and associated risks.

Qualifications

• Experience in the energy sector in a risk, pricing or analytics role.
• Extensive experience conducting market risk analysis, including assessing prices, market liquidity and portfolio positions, as well as calculating volatilities, correlations, P&L distributions, Value at Risk and risk premia.
• Strong analytical and modelling skills, with the ability to develop and enhance risk tools, influence business decisions and support effective risk management across a growing energy portfolio.

Responsibilities

• Developing, implementing and reviewing market risk models and analytical tools to assess market liquidity, prices, volatilities and portfolio exposures.
• Conduct regular and ad hoc risk analysis across power, gas and environmental products, including stress testing, VaR, scenario analysis and P&L assessments.
• Establishing and improving risk metrics, limits, policies and frameworks, while managing stakeholder engagement and supporting onboarding of new business activities and associated risks.

Skills

Market risk

Analytical skills

Modelling skills

Stakeholder engagement

Job description

• Developing, implementing and reviewing market risk models and analytical tools to assess market liquidity, prices, volatilities, correlations and portfolio exposures.
• Conducting regular and ad hoc risk analysis across power, gas and environmental products, including stress testing, Value at Risk (VaR), scenario analysis and profit and loss assessments.
• Establishing and improving risk metrics, limits, policies and frameworks, while managing stakeholder engagement and supporting the onboarding of new business activities and associated risks.

You will need to have the following experience:

• Experience in the energy sector in a risk, pricing or analytics role.
• Extensive experience conducting market risk analysis, including assessing prices, market liquidity and portfolio positions, as well as calculating volatilities, correlations, P&L distributions, Value at Risk and risk premia.
• Strong analytical and modelling skills, with the ability to develop and enhance risk tools, influence business decisions and support effective risk management across a growing energy portfolio.