MARKET RISK ANALYST

Job title:

MARKET RISK ANALYST

Company:

Eni

Job description

Job Description:30323 – MARKET RISK ANALYSTAt Eni, we are looking for a Market Risk Analyst within Egem in Brussels. You will be responsible for performing monthly and quarterly accounting closing and reconciliation activities, and interface with Back Office & Accounting teams.As a member of the cfo department at EGEM you will be responsible for:

• Report timely and accurately daily market exposure and Profit and Loss for gas trading books; Analysis of the P&L by trading strategy and by P&L drivers (commodity market moves/FX/IR/option greeks);
• Calculation of risk metrics like VaR and stress;
• Deal with all issues related to hitting Stop Loss and Var limits
• Analysis and understanding of the positions being run on the desk and ensuring these fit within the risk framework of the organization;
• Spot and remedy any problems with relevant data (transaction, market or reference data);
• Maintaining a good knowledge of market conditions through the use of provided tools;
• Monitoring traders’ adherence against their delegated authority;
• Contributing to new business initiatives, systems or process improvement projects;
• Driving the continuous improvement of daily reporting processes
• Performing ad-hoc analysis to support other EGEM/ENI functions;
• Maintaining good relations with all internal and external stakeholders especially with FO, Back Office, Accounting, Planning & Control & IT;

This is the opportunity for you if you have these skills and requirements:

• University degree (preferably in Economics, Engineering, Mathematics, Statistics)
• Working experience (preferably in energy trading environment)
• Relevant experience within a Market Risk environment in a trading company would be an advantage;
• Knowledge and understanding of energy markets and the financial instruments commonly used for risk management of a trading activity would be an advantage
• Knowledge of risk metrics such as VaR, stress tests, scenario analysis,
• Knowledge of one or more ETRM systems (e.g. Endur) or BI tools (e.g. QlikSense/PowerBI) would be an advantage
• Language knowledge : English (Fluent)
• Very good Excel knowledge;
• Preferably working knowledge in VBA / Python;

Location:BrusselsContract:PermanentAt Eni we believe in enterprising people, capable of making a difference and making their contribution with passion and innovation, to respond to the global challenges of the energy transition. For us, the , , and are fundamental. We promote flexible ways of working with particular attention to well-being, and work life-balance.Eni will evaluate applications considering plurality and diversity as sources of enrichment. If your application is assessed to be among those most in line with the required profile, you will be contacted to continue theWhatever your ambition, at Eni you can find the tools to make it happen.Energy for action takers#LI-EIRL

Expected salary

Location

Bruxelles

Job date

Tue, 06 Aug 2024 22:43:11 GMT

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