Senior Market Risk Analyst - Energy Analytics & VaR

Marlin Selection; 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

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