Permanent Senior Market Risk Analyst

Marlin Selection Ltd; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

Marlin Selection is seeking an experienced risk professional to develop, implement and review market risk models for energy products in Greater London. You will assess market liquidity, prices, volatilities and portfolio exposures across power, gas and environmental assets.

The role requires extensive market risk analytics experience, VaR, scenario analysis and P&L assessments, plus strong modelling skills to build tools, influence decisions and support risk management as the energy portfolio

Qualifications

• Experience in the energy sector in a risk, pricing or analytics role.
• Extensive experience conducting market risk analysis and VaR calculations.
• Strong analytical and modelling skills to develop risk tools and influence decisions.

Responsibilities

• Developing, implementing and reviewing market risk models to assess market liquidity, prices, volatilities and portfolio exposures across energy products.
• Conducting regular and ad hoc risk analysis, including stress testing, VaR, scenario analysis and P&L assessments.
• Establishing and improving risk metrics, limits and frameworks, while engaging stakeholders and supporting onboarding of new business activities and associated risks.

Skills

Energy risk analysis

Market risk modelling

VaR analysis

P&L analysis

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.