Market Risk Analyst

3w3 weeks ago

EDF Trading

London, GB · Full-time · £48,000 – £68,000

About this role

When you join EDF Trading, you’ll become part of a diverse international team of experts who challenge conventional ideas, test new approaches, and think outside the box. Energy markets evolve rapidly, so the team remains agile across power, gas, LNG, LPG, oil, and environmental products.

The Market Risk team provides an independent view of EDF Trading’s market risk exposure for all physical and financial energy trading activity. Daily work involves preparing VaR reports, stress testing, and quantifying portfolio risk across commodities while interacting with trading desks.

EDF Group trusts that its assets are managed effectively and protected through expert risk management. Trading for over 20 years, the firm leads the field with colleagues based in London, Paris, Singapore, and Houston.

Gender balance and inclusion are high on the agenda, with regular social and networking events ensuring you feel connected. Join us to contribute to a holistic risk control framework and help shape the future of energy.

Requirements

Background in risk management within an investment bank or energy trading company
Graduate qualification in Maths, Physics, Chemistry, Engineering, Economics, Computing or Business
Experience preparing VaR, options and stress testing reports
Ability to analyse portfolio risk across multiple energy commodities
Strong understanding of market risk metrics and P&L attribution
Experience contributing to risk control frameworks and model validation

Responsibilities

Prepare daily, weekly and monthly market risk reports including VaR, options and stress testing
Analyse and quantify the risk of the company’s portfolio across commodities and products
Take ownership of trading desks and explain or challenge strategies with deep-dive analysis
Interact daily with trading desks and analytics teams to review positions, exposures, and market developments
Monitor and articulate key risks using metrics such as VaR, stress testing, liquidity and concentration analysis
Contribute to the design, implementation and development of a holistic risk control framework
Escalate emerging risk issues and participate in risk committees and senior management forums
Provide support for the validation and optimisation of risk models, including system testing and development