Responsibilities Include but are not limited to:
- Analyze and report risks taken by the Front Office.
- Communicate with Front office of the risks and Profit and Loss
- Design/implement risk reports that improve risk transparency
- Improve Risk Measurement, VAR, ERC and scenarios
- Assist in risk report production and analyze the reasons of risk profile changes.
- Support risk system implementation and integration work
Requirements:
- At least 5 years of experience in risk analysis and reporting or deal analysis in an energy trading environment
- Past experience in commercial risk systems (e.g. OpenLink)
- Good Analytical and quantitative/statistical skills
- Good communication skills, ability to work with diversified work force
- Self-starter, focus to meet deadline and complete tasks.
- Master degree in a scientific area
- Knowledge of finance and option theory
- Good Excel and Access skills, VBA programming knowledge is preferred
- Good Knowledge of the Commodities Market, in particular Power, Gas and Oil