Market Risk & Middle Office Analyst

Experteer Overview In this Market Risk Analyst role within ENGIE’s S&EM Italy, you will monitor and challenge risk across wholesale energy activities, ensuring compliance with risk policy and governance. You’ll support hedging decisions, develop risk reporting, and quantify exposures using VaR and stress testing. The role emphasizes digital tooling, notably Python and Power BI, to streamline risk monitoring. You join a cross-functional team focused on decarbonization and innovative energy solutions, contributing to sustainable value creation.

Retribuzione / Benefits Prepare and deliver P&L and market risk reporting on daily/weekly/monthly cadence

Conduct quantitative and qualitative ad hoc analyses (VaR, Stress Test, Greeks) and represent risk across systems

Analyze desk portfolio risks across commodities and products; support risk identification and quantification for wholesale energy businesses

Define risk limits and monitor risk indicators across platforms

Explain and monitor hedging strategies implemented by Front Office; assess risk/reward of open exposures

Focus on Green activities (PPA’s and BESS): asset modeling and intermittency risk representation

Understand business representation in systems and how it drives risk measurement

Embed digitalization through Python for risk monitoring and reporting

ResponsabilitàMaster’s degree in Engineering, Economics, Finance or Statistics At least three years of Market Risk or Trading experience in energy companies

Fluent English (written and spoken);
Italian a plus Advanced Python, Power BI, VBA, Excel skills

Strong quantitative analysis skills

Knowledge of financial products used in energy markets (swap, option, forward)
Understanding of risk methodologies (VaR, Stress Test, Draw Down, Greeks), Mark-to-Market and P&LGreen-oriented asset modeling and intermittency risk awareness
#J-18808-Ljbffr