Risk Model Developer- Energy Company

Salary: £120,000

I am working with the Trading Arm of a major Energy company on a Specialist and Manager Role. The suitable candidate will be responsible for leading the design, implementation, maintenance, and ongoing development of the Market Risk team’s suite of systems, models, and analytical tools. The role will have one direct report with additional resource and support from the wider team for specific projects and pieces of work.

Responsibilities will include:

* Creating, putting into use, and maintaining a collection of databases, systems, tools, and models for measuring, analysing, reporting, and controlling all EM&T market risks.

* Implementing the Market Risk transformation plan in collaboration with the Chief of Market Risk and team.

* Verify that the operations and procedures related to market risk are optimised, robust, and properly documented.

* Create strong connections between departments in the company, such as Transaction and Quantitative Risk (TQR), Digital Technology Services (DTS), Quantitative Analytics (QA), and Front Office.

* Lead Market Risk’s contribution to achieving the goals of the EM&T digitization transition

The ideal candidate will have:

* Proven track record of developing and putting into practise risk management tools and systems; * Significant expertise in Energy & Commodities Trading within a Risk Management team;

* Comprehensive understanding of the fundamentals and traded instruments of the physical and financial wholesale energy markets, including Electricity, Gas, Emissions, LNG, and Renewables.

Highly skilled in a number of these areas, including VBA, SQL, R, Matlab, Python, C#, and C++. Extensive knowledge and experience working with risk management methods and techniques, including Value at Risk, Profit at Risk (PaR), Potential Future Exposure (PFE), Stress Testing, Scenario Analysis, and P&L.

Power BI, Blue Prism, Net, Alteryx,

* Wide-ranging expertise and experience working with ETRM systems, such as Endur, Alegro, EOS, or in-house proprietary systems

If keen to discuss, please apply using the link below or send your CV to hadjra.sohawon@goodmanmasson.com.

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.