Risk Management is a team of (senior) credit risk analysts and (senior) market risk analysts. They assess the risk associated with non-performance of our business relations and the risk associated with price movements.
Energie & MultiMedia is looking for a fulltime
Market Risk Analyst,
for the department Risk Management E&M, part of the division Energie & MultiMedia
The Market Risk Analyst is responsible for implementation of, administration of, and compliance with the company’s risk policy and risk management processes and procedures in the area of market risk.
Market risk management
Policies & Procedures
Risk Support & Advice
The Market Risk Analyst functionally reports to the Senior Market Risk Analyst and hierarchically reports to the Head of Risk.
Risk Management is a team of (senior) credit risk analysts and (senior) market risk analysts. They assess the risk associated with non-performance of our business relations and the risk associated with price movements. This requires a good understanding of and cooperation with the business units of E&M, that develop structured products or new standard products, develop pricing models and take positions in energy products. Besides this Risk Management also comprises of strategic and process risk management. Risk Management is independent of the business units. Nevertheless they don’t simply restrict them from taking any risks but also advise them on ways to reduce risks whilst fueling our profits.
Review the effectiveness of systems and procedures/limits for measuring (market) risks amongst others by executing back/stress testing and scenario analysis.
Making proposals to improve systems, procedures or limits for measuring (market) Risk.
Monitoring daily risk indicators and position reports and oversee adherence to risk policy and limits.
Review and assess/validate (new) business, new products, reports, valuation methodologies including underlying implicit or explicit assumptions.
Proactively challenge the business on existing positions and support the introduction of new business, products and models.
Level of education WO (Master’s degree business economics or econometrics).
Knowledge of and experience with energy (trading) business.
Knowledge of and experience with market risk management.
Experience with statistical analysis and ETRM software.
Speaking English and Dutch fluently.
Explaining concepts and opinions.
Analyzing and evaluating information.
Testing assumptions and investigating.
Coping with pressure.
Working energetically and enthusiastically.
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