MARKET RISK ANALYST
The Market Risk Team of Koch Supply and Trading is looking for a Market Risk Analyst to support the Gas, LNG, Power and Renewables trading desk from the London office. This role works closely with commercial trading teams to understand market fundamentals, challenge trading point of view and position management. The analyst is accountable for daily risk reporting and analysis while monitoring risk metrics relative to market risk limits. In addition, the analyst needs to understand the impacts of market price moves across risk metrics and trading portfolios, ensuring appropriate identification and communication of key drivers to trading teams and senior management.
What You Will Do In Your Role
- Daily, timely and accurate VaR and Stress reporting for the Gas, LNG and Power desk.
- Monitor risk measures versus market risk limits and ensure accurate risk valuations.
- Develop a deep understanding of trading strategies, risks and market fundamentals.
- Highlight key risks, provide risk performance analysis and challenge the trading team during period meetings to improve risk-adjusted decision making.
- Understand and communicate the impact of market dynamics and events on price moves, trading PNL, and risk measures.
- Identify and present key risk insights to the trade team and senior management.
- Develop and enhance tools and reports in collaboration with the Data Science team.
- Perform ad-hoc risk analysis and create deal writeups for long-term LNG deals.
- Closely collaborate with the Trading Desk, Data Science group, Credit Risk, Product Control, Operations, and IT groups across multiple time zones.
What You Will Need To Be Successful
- Be a self-starter, proactive, diligent, pay strict attention to detail, be results-oriented and collaborative. Critical thinker and creative problem solver with analytical skills.
- Drive to continually improve processes with the proven ability to work independently and accurately under pressure. Meet deadlines in a fast-paced environment while balancing multiple projects and daily responsibilities.
- Communicate with and challenge people at all levels of the organization in a clear and respectful manner while having good interpersonal and relationship building skills. Be an entrepreneurial thinker with the drive to improve risk adjusted decision making through continuous improvement and experimentation.
The Experience You Will Bring
- Bachelor’s degree or higher in Finance, Accounting, Economics, Engineering, Mathematics, Computer Science, or related quantitative field
- Market Risk experience within a trading environment
- Holistic understanding of quantitative and qualitative risk and risk mitigation
- Good understanding of commodity markets and trading instruments
- Ability to understand, analyze and communicate complex trading strategies
What Will Put You Ahead
- FRM, PRM, ERP or CFA qualification
- Experience in Gas, LNG, Power and Renewable markets
- Good understanding of physical and financial optionality
- Proficient and experienced in VBA, Python or SQL. Python preferred.