Market Risk Analyst

Market Risk Analyst

Vattenfall

Hamburg, Germany

Vattenfall Group Risk Management is seeking a Risk Analyst to strengthen the Market Risk team in Hamburg. Located on the trading floors in both Stockholm and Hamburg, Market Risk is responsible for providing transparency, support and control on the market risks associated with Business Area Markets’ trading activities, Treasury as well as the wider Vattenfall Group.

What you will do

Take responsibility for the risk monitoring of the trading, hedging and sourcing activities of Vattenfall. This includes:

  • Ensure accurate and correct daily reporting of various risk metrics (e.g. MtM, commodity exposures, VaR, stress tests).
  • Analyse and validate valuation and risk profile of both standard and non-standard transactions.
  • Monitor compliance with the Risk Mandate structure.
  • Provide a quantitative and qualitative description of the desk performance and market risks to senior management.
  • Analyse and understand trading strategies and market developments in the commodity markets.
  • Monitor algorithmic trading activities.
  • -alidate forward curve prices.
  • Review of valuation methodologies, book structures, limit structures and risk reports on an on-going basis and propose and implement improvements in order to ensure transparency and control in exposures and results.
  • Establish a close relationship with Front Office to ensure a mutual and full understanding of P&L and risk measures.
  • Co-operate with various stakeholders in the ETRM domain (ie. other Risk functions, BA Markets Operations, IT, Finance).
  • Contribute to, and ultimately lead projects such as new trading product implementations, improved risk reporting, regulatory requirements and risk control improvements.

Your Qualifications as Market Risk Analyst

  • Education to degree level in a quantitative/financial or risk management discipline.
  • First relevant job experience, preferably in the energy industry.
  • Strong oral and written communication skills. Fluency in English required.
  • IT literate, with good Excel and programming skills. Knowledge of Openlink Endur and Microsoft Power BI is an advantage.

Your Profile

  • Good cooperation and a team player in an international team.
  • Strong communication and relationship building skills.
  • Strong analytical skills, accurate and attention to detail.
  • Able to work under pressure.
  • Enthusiastic and agile approach to work with a drive to learn and make continuous improvements.

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© EuroJobsites 2020

EuroJobsites is a registered company number: 4694396 VAT number: GB 880 9055 04

Registered address: EuroJobsites Ltd, Unit 8, Kingsmill Business Park, Kingston Upon Thames, London, KT1 3GZ, United Kingdom

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