Senior Market Risk Analyst

Axpo

Madrid, Spain

Join Axpo and play a key role in shaping the future of energy by focusing on external IFRS reporting. Be part of a dynamic team where your expertise and insights will make a real impact.

What you will do:

Perform monthly IFRS reporting: translation of the Unrealised PnL in the Performance View (PV) to the Replacement Values (RVAL) in the Accounting View (AV);
Support YE/HYE close, impairment reviews, and external reporting packs. Manage internal stakeholder and external audit queries, and support internal control testing;
Ensure front-to-back governance by collaborating with the New Product Process (NPP) run by Middle Office: correct booking of fees in the transaction systems to ensure the appropriate accounting treatment and control configuration from the outset;
Provide IFRS valuation expertise, including hedge accounting for T&S;
Act as the bridge between Front Office, Middle Office, Market Risk, Controlling, and External/Internal Audit;
Perform daily analysis of P&L and risk KPIs and reporting;
Analyze trading portfolios on their risk profile and discuss findings with the front, management, and other risk teams.

What you bring & who you are:

University degree in finance/economics or other fields with a sound quantitative/mathematical background;
Further professional qualifications (e.g., CPA, FRM, CFQ, CFA) are a plus;
Solid knowledge of financial instruments (Futures, Swaps, Forwards, Options) and their valuation;
Experience in the energy/commodity sector;
Expertise in accounting and IFRS;
Experience in deal modelling of complex energy transactions;
Optional: Experience in PowerBI;
Very good communication skills (written and oral);
Experience in interaction with front units and management in a trading environment;
Structured approach to projects;
Languages: English (mandatory); Spanish and/or German is a plus.