Job Title:

Senior Market Risk Analyst - Power & Gas

Contract Type:

Permanent

Time Type:

Full time

Job Description:

Position: Senior Risk Analyst — Gas & Power

Position Purpose & Summary:

The Senior Risk Analyst — Gas & Power owns day‑to‑day market risk monitoring for our gas and power portfolios across the Americas, providing timely analysis, and risk reporting. This is a senior individual contributor role with clear career path to a manager role as the team grows. The role partners closely with trading desks, middle office, compliance, finance, and ops to ensure disciplined risk-taking, robust controls, and actionable insights.

Main Responsibilities:

Market Risk Monitoring & Limits
- Monitor intraday and end‑of‑day market exposures (VaR, P&L-attribution, Greeks where applicable) for gas and power portfolios.
- Enforce and report against trading limits, dealer limits, VaR and stress-test thresholds; escalate breaches and remedial actions.
Stress Testing & Scenario Analysis
- Design and run scenario analyses and stress tests (historical and hypothetical) to assess portfolio resilience under market shocks.
- Provide forward-looking risk outlooks and identify concentration or liquidity risks.
- Assess exposure to tail risks, volatility spikes, and dislocations in gas and power markets.
Trade Capture & Valuation Oversight
- Review model inputs (curves, vol surfaces, hubs, heat rates) and raise model or input exceptions.
- Maintain and enhance valuation and risk models, testing methodologies and validating assumptions against market fundamentals.

Job Title:

Senior Market Risk Analyst - Power & Gas

Contract Type:

Permanent

Time Type:

Full time

Job Description:

Position: Senior Risk Analyst — Gas & Power

Position Purpose & Summary:

Main Responsibilities:

Market Risk Monitoring & Limits
- Monitor intraday and end‑of‑day market exposures (VaR, P&L-attribution, Greeks where applicable) for gas and power portfolios.
- Enforce and report against trading limits, dealer limits, VaR and stress-test thresholds; escalate breaches and remedial actions.
Stress Testing & Scenario Analysis
- Design and run scenario analyses and stress tests (historical and hypothetical) to assess portfolio resilience under market shocks.
- Provide forward-looking risk outlooks and identify concentration or liquidity risks.
- Assess exposure to tail risks, volatility spikes, and dislocations in gas and power markets.
Trade Capture & Valuation Oversight
- Review model inputs (curves, vol surfaces, hubs, heat rates) and raise model or input exceptions.
- Maintain and enhance valuation and risk models, testing methodologies and validating assumptions against market fundamentals.

Senior Market Risk Analyst - Power & Gas

Senior Market Risk Analyst - Power & Gas

Gunvor Group

Gunvor Group

Benefits

Gunvor Group