Real-Time Market Risk Analyst — LNG, Power & Emissions

ENI; Greater London; On-site; GBP 65,000 - 105,000; Full time

Benefits offered by this job

Flexible working options

Comprehensive benefits

Job summary

Eni is seeking a Market Risk Analyst (LNG, Power & Emissions) to join ETB in London. You will work on real-time front-line control and business information for management and traders, including daily P&L, risk reporting and risk analysis.

The role involves supporting ETRM system enhancements, monitoring risk limits, and providing commentary for Risk Committee meetings, while staying up to date with LNG, power and emissions market trends.

Qualifications

• University degree in a numerate discipline (e.g., economics, mathematics, science, finance, engineering).
• Relevant market risk experience in a commodity trading environment.
• Strong knowledge of LNG, Power and Emissions markets.
• Strong knowledge of risk metrics such as VaR, stress-testing and scenario analysis.
• Proficiency in MS Office (Excel) with VBA; Python, Matlab and SQL are a plus.
• Knowledge of Endur ETRM system is advantageous.
• Excellent organizational skills and attention to detail under tight deadlines.
• Strong communication skills with senior management and stakeholders.
• Fluent in English.

Responsibilities

• Prepare and review daily P&L and risk reports, monitoring limits and coordinating with relevant teams.
• Analyze PnL by trading strategy and by PnL drivers (commodity moves/FX/IR/Greeks).
• Ensure risk limits are adhered to and manage mitigations and limit reallocations when needed.
• Assist with identifying significant risk drivers and provide transparency to senior management.
• Support front office in approved handling of new and non-standard products.
• Define forward curves methodologies for accurate mark-to-market and fair value reporting.
• Contribute to month/quarter/year-end closing and reconciliation with Back Office/Accounting.
• Provide information and commentary for bi-weekly Risk Committee meetings.
• Review relevant changes to the Endur ETRM system and support audits.
• Maintain knowledge of Power, Emissions and LNG market trends.

Skills

Market risk

VaR

Excel VBA

Communication

Fluent English

Education

Numerate degree

Tools

Python

Matlab

SQL

Endur ETRM

Job description

Eni is seeking a Market Risk Analyst (LNG, Power & Emissions) to join ETB in London. You will work on real-time front-line control and business information for management and traders, including daily P&L, risk reporting and risk analysis.

The role involves supporting ETRM system enhancements, monitoring risk limits, and providing commentary for Risk Committee meetings, while staying up to date with LNG, power and emissions market trends.