Define and implement the Market Risk Limit Control framework for the Gas perimeter, in collaboration with Risk Analytics and Transversal Risk teams
Produce daily risk dashboards for the department head and management, including proactive risk concentration reviews
Monitor Market Risk limits daily, with in-depth position analysis and regular exchanges with Front-Office teams
Prepare monthly risk and performance analysis for the Risk Committee on the Gas Cluster perimeter
Calculate reserves and valuation adjustments for the Gas Cluster
Provide Market Risk inputs for Gas origination files review (Investment Committee)
Role
As a member of the team
Bring your market risk expertise and professionalism, ensuring smooth collaboration with business teams and other Risk teams (Risk Analytics, Risk Methodologies, Transversal Risk, Local Risk platforms)
Interact closely with multiple stakeholders (Front Office, Finance, Management), formulating independent and insightful risk views
Gain exposure to Senior Risk Management during Risk Committee presentations on specific topics
Participate in IT projects and new model validation for Market Risk processes
Report directly to the Head of Market Risk Gas Europe
What we are looking for
Hard skills
Strong expertise in Market Risk topics: key risk metrics, regulation, liquidity risk, VaR methodologies
Solid understanding of quantitative risk topics and ability to contribute to methodology improvements
Proficiency in data analysis with both theoretical (statistics, econometric models) and practical skills
Technical skills: Python (required), Power BI, Orchestrade (ETRM), databases and APIs
Strong presentation and communication skills
Soft skills
Team spirit: a collaborative mindset with strong interpersonal skills to build positive relationships within the team and across departments
Helper and problem-solver: pragmatic thinking to propose solutions to theoretical or operational challenges, supporting colleagues proactively
Autonomy: ability to manage your missions independently, with a proactive and resilient approach in a dynamic environment
Innovative thinking to support continuous improvement within the team
Ability to adapt your communication to various stakeholders, both technical and non-technical
Education & Experience
Master's degree in Finance, Mathematics, Engineering, or related quantitative field
3 to 5 years of experience in Market Risk, preferably in banking and/or commodity markets
Fluent in English, written and spoken
Don't forget to mention EuroClimateJobs when applying.