Senior Market Risk Analyst - Power & Gas

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* Job Title:

** Senior Market Risk Analyst - Power & Gas
** Contract Type:
** Permanent
* *** Time Type:
**** Full time
*
* Job Description:

** Position:
Senior Risk Analyst — Gas & Power Position Purpose &

Summary:

The Senior Risk Analyst — Gas & Power owns day‐to‐day market risk monitoring for our gas and power portfolios across the Americas, providing timely analysis, and risk reporting. This is a senior individual contributor role with clear career path to a manager role as the team grows. The role partners closely with trading desks, middle office, compliance, finance, and ops to ensure disciplined risk-taking, robust controls, and actionable insights.

Main Responsibilities:

* Market Risk Monitoring & Limits  + Monitor intraday and end‐of‐day market exposures (VaR, P&L-attribution, Greeks where applicable) for gas and power portfolios.  + Enforce and report against trading limits, dealer limits, VaR and stress-test thresholds; escalate breaches and remedial actions.
* Stress Testing & Scenario Analysis  + Design and run scenario analyses and stress tests (historical and hypothetical) to assess portfolio resilience under market shocks.  + Provide forward-looking risk outlooks and identify concentration or liquidity risks.  + Assess exposure to tail risks, volatility spikes, and dislocations in gas and power markets.
* Trade Capture & Valuation Oversight  + Review model inputs (curves, vol surfaces, hubs, heat rates) and raise model or input exceptions.  + Maintain and enhance valuation and risk models, testing methodologies and validating assumptions against market fundamentals.
* Reporting & Controls  + Monitor and enforce trading mandates, VaR limits, position limits, and stress thresholds.  + Maintain strong control frameworks, audit trails, and policy compliance in line with internal and regulatory requirements.  + Partner with Compliance, Legal, Credit, and Finance to ensure robust governance and adherence to risk policies.  + Implement and improve risk processes and automated controls to reduce operational risk.
* Stakeholder Partnership & Advisory  + Act as a trusted risk partner to traders and desk heads—provide real-time decision support, trade-level risk assessments and pre‐trade checks.  + Train and mentor junior risk analysts; contribute to hiring and process scaling.

Competencies / Key Skills
* Strong quantitative and analytical capability with market intuition for gas & power markets.
* Understanding of extrinsic risk/options.
* Advanced Excel, VBA and experience with risk systems (e.g., Endur, Allegro, Murex, Calypso, or proprietary systems) and BI tools (Power BI/Tableau) preferred.
* Solid understanding of VaR, stress testing, P&L attribution, Greeks/option risk, and forward curves/shape dynamics.
* Excellent stakeholder management and communication skills—able to translate analysis into clear recommendations.
* High attention to detail, process orientation, and appreciation for controls and auditability.
* Ability to work under pressure, prioritize multiple requests, and provide timely outputs for trading hours.

Education
* Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or related quantitative field. Advanced degree (MS/MA) or professional risk certification (FRM, PRM) is a plus.

Experience
* 5–8+ years’ experience in market risk, commodity risk, or trading support in gas/power or broader commodities markets.
* Direct experience with physical and financial gas/power products, time spreads, fixed-price contracts, storage, and LNG preferred.
* Proven track record producing risk reporting, P&L attribution and supporting front-office decision making.

Technical Skills
* Proficient in Excel (advanced modelling), SQL or Python for data pulls/analysis.
* Familiarity with trading/risk platforms (Endur/Allegro, ETRM systems) and market data feeds.
* Experience with Workday or HR systems not required but helpful for internal coordination.

If you think the open position you see is right for you, we encourage you to apply!
*** Our people make all the difference in our success.**
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