The core elements of the Risk Analyst role are the monitoring of positions, distribution of risk reporting and development of risk reporting templates. This work is crucial for the company to understand the risks taken around tradable and non-tradable exposures and make appropriate business judgments. In addition to the core elements the role is also required to report on and model VaR, volatility, electricity trading and balancing, IR, options, price simulations, etc.
The role represents the Risk team in business wide projects/work packages such as model validation and audit work (optionality, volatility/VaR), exposure forecast implementations (volume/value), and/or an ETRM implementation of risk analysis and reporting. The Risk Analyst knows and can apply the appropriate models, techniques and processes to extract risk information in a timely manner and with the required quality.
This role will suit a strong problem solver who can investigate and solve complex problems that can occur within energy risk. In addition you will require a
Strong attention to detail, accuracy and completeness
Strong communication skills with confidence to challenge traders
Very strong Excel (lookups, pivot tables); VBA and SQL preferred
Knowledge of GB Power trading (products, market, etc.)
Knowledge of standard risk topics (volatility, correlation, VaR)
Internal Number: 4650337
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