The successful candidate will have a bachelor's degree in finance, economics, mathematics, engineering, or a related field and an experience of 10-12 years in energy or financial risk management. An MBA or other advanced business degree is preferred, and there is a strong preference for a professional certification such as CFA, FRM, or PRM.
Additional requirements include:
Experience with the development, implementation, application, and oversight of risk metrics and models.
Experience in related markets with knowledge of trading concepts, derivative instruments, and operations.
Advanced proficiency with Excel.
Programming proficiency (e.g., C++, VBA.).
The ability to coach junior analysts in developing their analytical skills and reporting capabilities.
Duties & Responsibilities:
You will be required to perform the following:
Understanding and reporting on market dynamics of the specific portfolio, key drivers impacting prices, and volatility and values and their prospective impact on the risks and earnings of the portfolio.
Ensuring that volatilities, market prices, forward curves, correlations, and other key valuation components are accurately and consistently defined and updated.
Assisting in the setup, configuration and implementation of risk analytic systems.
Ensuring that new business transactions and related risks are appropriately defined and captured by the Company s risk systems and risk methodologies.
Analyzing risks/return related to new business and markets and liaising with the business functions to assure constituent risks are understood, are appropriate to risk appetite and correctly reported.
Monitoring positions against market risk metrics and limits and liaising with the business functions and risk control regarding potential limit exceedance.
Performing stress testing on various portfolios in order to identify and mitigate unwanted exposure.
Reviewing policies and procedures and aligning risk policies across the Organization.