Senior Market Analyst – Projects & Reporting (London)
Eni Trading & Shipping SpA has an exciting new opportunity within our Risk Management & Middle Office Department. Based at our offices in London, the successful candidate will be responsible for the following duties:
- Work with other market risks analysts to ensure consistent, timely and accurate reporting of positions and P&L;
- Leading projects to help improve our performance of all market risk functions including:
- Analysis of positions and understanding of how they fit within the firms risk framework. Positions may be both physical as well as financial;
- VaR calculation and analysis, ensure that the VaR metric is both complete and accurately reflects the risk of the desks
- P&L explains, Analysis of the P&L to help explain it in terms of the greeks as well as by asset including spread assets;
- Stress, Analysis and calculation of stress on an aggregate level as well as specific strategy level ensuring that the figure is accurate and has the support of FO as well as MO;
- Lead ongoing projects (IT and other) in market risk team. These projects can be cross asset class and either designed to improve architecture, efficiency or risk metrics. Significant interaction within the market risk team will be necessary;
- Maintain a good knowledge of risk metrics, be able to understand and discuss with the other risk managers VaR, Stress and greeks so as to be able to assist in commentary and development;
- Interface with IT to develop and manage all reporting activities within the company dedicated ETRM system
The successful candidate will possess the following knowledge, skills and experience:
- Strong academic credentials with a numeracy-oriented specialization, preferably in Mathematics, Physics, Finance or a quantitative discipline;
- Strong Excel skills with macros and VBA knowledge, SQL.
- Demonstrable working experience with ENDUR/AMPHORA desired;.
- Extensive experience in Oil / Gas or Power market risk department;
- Knowledge and understanding of the crude Oil / Gas or Power markets, the financial/ physical instruments commonly used for risk management.
- An analytical mind, strategic thinking and practical problem solving.
Salary: £52,000 per annum + £1,100 lunch allowance per annum
Opening date: 1/03/2019
Closing date: 29/03/2019