We are looking for you
We are seeking a highly skilled and motivated Senior Risk Analyst to join our Risk Management team. In this role, you will report directly to the department head and play a key role in managing and analyzing risk across the trading portfolio.
Your tasks:
Your tasks:
- Daily Risk Monitoring & P&L Reporting: Review and validate the daily trading P&L reports to ensure completeness and accuracy, with a strong focus on the correct market valuation of both physical and paper positions, including associated costs of sales.
- Position Reconciliation: Conduct detailed daily reconciliation of trading positions, including paper hedges (swaps, futures), physical positions, and intercompany transactions, collaborating with traders to ensure alignment. Monthly reconciliation with accounting for accuracy.
- Storage & Physical Movements Monitoring: Track and review physical positions daily, such as lifting, discharges, and storage positions monthly, including inventory movements and month-end rollovers, ensuring proper accounting for all stock positions.
- Market Data Management: Manage the daily review and upload of market prices into the trading system, setting up new price curves for emerging market locations and products. Ensure robust data accuracy and integration with ETRM systems.
- Quantitative Risk Reporting & Analysis: Develop and generate key risk and exposure reports, including Value at Risk (VaR) analysis, and other ad hoc analyses. Conduct comprehensive quantitative analyses to evaluate market trends, price volatilities, and correlations, utilizing statistical methods and mathematical modeling techniques
- Risk Model Development: Design and implement new quantitative risk models that accurately assess potential risks scenarios associated with trading activities.
- Prospective Modeling: Develop prospective models to forecast potential market scenarios and their impacts on trading strategies, ensuring traders are equipped with actionable insights, especially into business cases or new business developments
- Collaboration with Traders: Work closely with traders to communicate risk assessments and provide tools that facilitate informed decision-making.
- Risk Assessment Reporting: Prepare detailed reports on risk assessments, model performance, and strategic recommendations for stakeholders.