Overview
As a Market Risk Specialist you will play a key role in enhancing our risk analytics and market intelligence framework. You will collaborate with various teams to ensure effective risk assessment and reporting, contributing to our commitment to excellence in risk management.
Responsibilities
* Further develop the company’s framework of risk analytics (market and liquidity risk) and market intelligence.
* Develop and maintain models and reports for risk assessment and P&L and risk reporting using tools like PowerBI, Dataiku, Power Apps, and Python.
* Analyze trading/origination portfolios regarding their risk profile and engage in discussions with front units, management, and other risk teams.
* Conduct in-depth analysis of selected topics at the request of senior management and audit teams.
Qualifications
* University degree in finance/economics or related fields with a strong quantitative/mathematical background.
* Further professional qualifications such as CFA, FRM, or CQF are advantageous.
* Solid knowledge of applied statistical and financial methods, financial instruments, and their valuation.
* Experience in financial risk management, particularly in the energy/commodity sector.
* Strong proficiency in Python, PowerBI, and SQL; familiarity with Dataiku, Power Apps and Power Automate is a plus.
* Proven experience in defining requirements and building P&L and market risk analytics solutions.
* Excellent communication skills and experience in interacting with trading environments.
About the team
* The Market Risk team is dedicated to enhancing the company's risk management framework. Collaborating closely with various departments, the team ensures comprehensive risk assessment and reporting. A supportive environment fosters professional growth and encourages innovative approaches to risk analytics.
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