Market Risk Analyst
2 months ago
We are seeking a highly skilled Market Risk Analyst to join our team at Centrica Energy. As a key member of our risk management function, you will play a critical role in identifying, assessing, and mitigating market risk across our diversified commodity portfolio.
Key Responsibilities- Develop and implement market risk measurement methodologies, processes, and policies to ensure effective risk management.
- Collaborate with front office and business units to identify and assess market risk, and provide timely risk insights to senior management.
- Produce market risk reports and ad hoc market risk analysis, and reconcile and prepare commentary on movements in market risk measures.
- Work with relevant business teams to implement and test new business and product frameworks, and integrate changes and deliver improvements to market risk policies, processes, and systems.
- Maintain and share strong knowledge of trading portfolios and stay abreast of developments in the energy markets.
- Degree in quantitative finance or a STEM discipline.
- Understanding of market risk management and risk methodologies such as VaR, PaR, Stress Testing, and Option valuation theory.
- Insight into commodity risk management issues, requiring risk diagnostics and sophisticated analysis.
- Strong mathematical and modelling skills, including developed IT skills such as advanced Excel (VBA) or a programming language (Python/MATLAB).
- Ability to interact and communicate at all levels, with confidence, presence, resilience, and determination to succeed in a dynamic and demanding business environment.
Centrica Energy is a global renewable energy trading company that helps move energy from source to use, powering businesses, homes, and societies as they transition to a new sustainable energy future. We are a leading provider of energy risk management and optimisation services to business, and we are committed to making both affordable and sustainable living possible.
We trade power, gas, liquified natural gas, and green certificates, connecting energy producers, suppliers, and offtakers in wholesale energy markets. We are one of the largest renewable asset managers in Europe, with over 16.5GW of capacity under contract, of which more than 85% is renewable assets.
We are a dynamic and demanding business environment, and we are looking for a talented and motivated individual to join our team as a Market Risk Analyst. If you are passionate about discovering your potential and changing how we create a more sustainable future, then we would love to hear from you.
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