Junior Market & Liquidity Risk Analyst

STX Group; Amsterdam; On-site; EUR 55,000 - 75,000; Full time

Benefits offered by this job

Remuneration package

Pension scheme contributions

Development focus

Sport and training opportunities

Relocation assistance

Job summary

STX Group in Amsterdam is seeking a Market & Liquidity Risk Analyst to identify, measure, monitor and report market and liquidity risk exposures across trading desks and entities. You will support the implementation of risk policies and ensure alignment with risk appetite and regulatory expectations.

The role suits detail-oriented professionals with strong analytical skills and knowledge of environmental commodities and financial instruments, with opportunities to advance in a growing,

Qualifications

• Knowledge of VaR, MtM, liquidity risk and derivatives (OTC and exchange-traded).
• Proficiency in Excel, SQL; Python or R is a plus.
• Familiarly with risk management concepts and regulatory expectations.

Responsibilities

• Contribute to VaR calculation and analysis at book, desk, and group levels.
• Monitor open positions, liquidity limits and FX exposures; support dashboards.
• Collaborate with Trading, Research, Regulatory, Treasury and Tech to translate risk requirements into tools.

Skills

VaR knowledge

MtM

Liquidity risk

Derivatives knowledge

Excel

SQL

Python

Education

Bachelor's or Master’s in Economics/Finance/Mathematics

Tools

Risk systems

Job description

It's no wonder we can go further, faster together.

We're a team of 450+ professionals from 50+ nationalities, all commercially driven, entrepreneurial and ready to turn potential into progress. Not just for us, but for the world too.

At STX, we're focused on so much more than making money. We're here to make a profit with a purpose. Because for us, nothing's more important than being able to trade in environmental commodities and create the most effective decarbonization strategies for our clients. Join us and together we can change the world - one trade at a time.

Your success story starts here...

TEAM AND ROLE

As a Market & Liquidity Risk Analyst at STX Group, you will play a key role in identifying, measuring, monitoring, and reporting market and liquidity risk exposures across trading desks and legal entities. You will support the implementation of the Group’s Market & Liquidity Risk Policies, ensuring alignment with internal risk appetite, regulatory expectations, and business strategy. This role is ideal for a detail-oriented professional with strong analytical skills and a solid understanding of environmental commodities and financial instruments.

KEY RESPONSIBILITIES

Risk Measurement & Analysis

• Contribute to Value at Risk (VaR) calculation and analysis at book, desk, and Group levels
• Measure open position and liquidity limits at book and desk level.
• Conduct scenario analysis and stress testing to assess tail-risk exposures.

Monitoring & Reporting

• Collaborate closely with Trading, Research, and Regulatory teams to stay informed on positions, strategies, and market drivers.
• Monitor daily risk metrics including VaR, open positions, PnL, and FX exposure impacts.
• Build understanding of different PnL perspectives (economic, risk, accounting) and their key differences.
• Prepare regular risk dashboards and reports, including insights for the Risk & Audit Committee (RAC).

Controls & Governance

• Ensure compliance with defined risk limits across entities, products, and geographies.
• Collaborate with Treasury on liquidity reserve sufficiency and margin forecasting.
• Escalate breaches, anomalies, or liquidity stress indicators in line with policy protocols.

Modeling & Methodology

• Support continuous improvement initiatives in risk analytics and reporting frameworks.
• Contribute to the development and enhancement of internal risk tools and dashboards used by the Market & Liquidity Risk team.
• Work in close collaboration with senior risk team members, the Technology team, and Finance to translate risk requirements into scalable, well-controlled analytical tools.

KEY REQUIREMENTS

• Bachelor’s or Master’s degree in Economics, Finance, Business Administration, Mathematics, or a related field.
• Maximum 1-2 years of experience in market risk, preferably within commodities, energy trading, or financial services.
• Strong understanding of VaR, MtM, liquidity risk, and derivatives (OTC and exchange-traded).
• Proficiency in Excel, SQL, and risk systems; Python or R is a plus.
• Familiarity with regulatory frameworks and enterprise risk management principles.

COMPENSATION AND BENEFITS

• Competitive remuneration package
• Pension scheme contributions
• Strong focus on personal and professional development
• Sport and training opportunities
• Assistance with relocation to the respective office location

DIVERSITY STATEMENT

We encourage and welcome applications from candidates of diverse backgrounds, experiences, and perspectives to enhance our team and contribute to a more inclusive work environment. Diversity, inclusion, and belonging are more than just concepts. They are part of our everyday work culture, ensuring employees feel welcomed and build meaningful connections.

At STX, we ask applicants to think holistically about roles. If the roles sounds exciting and a great fit for you, but some of the criteria or required experience doesn't 100% line up, we still encourage you to apply!