Market Risk Analyst III
Core
Produce daily risk exposure reports, calculate market risk metrics (VaR, back-tests, stress analyses), and monitor trading limits to manage commodity exposures and support data-driven decisions for trading portfolios.
Role type
Senior IC market risk analyst (product control)
Builds
Daily risk reports, risk metrics, and compliance documentation for trading portfolios
Domain
Energy commodities (Power & Natural Gas) / Financial Risk Management
Deliverable
dashboards & analysis
Required skills
Market risk analysis, VaR calculation, stress testing, SQL, VBA, Python, Microsoft Excel, ETRM systems (Allegro, Right Angle, Openlink, TriplePoint CXL), MtM to GAAP reconciliation
Preferred skills
Energy commodity trading experience, Power BI/Tableau, LLM usage, process improvement
Technologies
Allegro, Right Angle, Openlink, TriplePoint CXL, SQL, VBA, Python, Microsoft Excel, Power BI, Tableau
Responsibilities
Produce daily risk exposure reports for trading portfolios; Calculate and interpret market risk metrics (VaR, back-tests, stress analyses); Monitor risk parameters and trading limits; Develop and maintain market risk procedures; Collect and analyze data to validate prices and reconcile exposures; Prepare structured reports and presentations for stakeholders.
Seniority
Senior, hands-on IC
