Senior Market Risk Advisor
Core
Senior Market Risk Advisor providing independent oversight, analysis, and risk assessments for Shell Energy Asia and EPTB East trading portfolios.
Role type
Senior individual contributor market risk analyst
Builds
Risk assessments, limit monitoring, and control frameworks for power, gas, LNG, and environmental trading portfolios
Domain
Energy trading and risk management
Deliverable
production ML models | product features | dashboards & analysis | client delivery | infrastructure | physical/clinical work
Required skills
statistical analysis, long-term curve modelling, option modelling, portfolio management, risk mitigation strategies, accounting principles, ETRM systems, VaR, back-testing, stress testing, scenario analysis, liquidity analysis
Preferred skills
commodity market fundamentals, derivative instruments, hedging concepts, risk analytics, valuation concepts, forward curve interpretation, data tools, analytics languages
Technologies
ETRM systems, Microsoft Excel
Responsibilities
Develop independent understanding of trading strategies, pricing exposures, and P&L drivers; Assess new deals and proposed transactions for market risks; Build relationships with Financial Operations to review risk reports and mark-to-market valuations; Understand key price indices and forward curve construction; Work with specialist teams to assess market risks and embedded optionality; Execute market risk controls including limit monitoring and exception analysis; Analyse market risk exposures and communicate findings to stakeholders; Apply methodologies for portfolio risk and reward assessment; Investigate changes in positions, P&L, and risk metrics; Support risk appetite implementation by monitoring compliance with limits; Collaborate with IT to implement continuous improvement initiatives for risk analytics and reporting
Seniority
Senior, hands-on IC
