Market Risk Reporter (energy)

Algemene omschrijving

Company Profile Market Risk Reporter

Market Risk Reporter for German Energy multinational.

Responsibilities Market Risk Reporter

• The Market Risk Reporter forms a liaison between Front and Back Office
• He and performs analyses on energy commodity level (i.e. power, gas, oil, coal and all incorporated derivatives).
• The position reports to the manager Market Risk Management and will have close and frequent contact with other Risk functions, Finance & Control, Business Support (IT) and Front Office.

1. Risk Reporting & Analysis
* (Support in) delivery of (ad-hoc) daily reports on positions, Value at Risk, Mark-to-Market & Profit & Loss;
* Analysis of positions, Value at Risk, Mark-to-Market and market movements and advise on the inherent risks;
* (Initiate the) creation of reports for new commodities, portfolios and strategies;
* Reconciliation of forward numbers to actual settled numbers with Finance & Control;
* Work closely with the Managers Portfolio & Position Management, develop and maintain an optimal relationship with them;
* Ensure with the support of IT and Finance that systems and data are properly regimented.

2. Knowledge management & development

* Build, maintain and enhance state of the art expertise on the own area of attention on a technical as well as a business level and apply to own activities, in line with business objectives, in order to stimulate knowledge development and -sharing within the own team/department and the organisation.
* Contributes to the maintenance, development and distribution of specific market risk knowledge and tools within teh organisation and responsible for facilitating adequate training and education of staff involved in market risk processes


3. Management information

* Responsible for the identification and analysis of market risks and the reporting hereof to management (at the request of management or on own initiative) in order to ensure that management is well informed on the market risk related developments within the business units and corporate departments by means of periodical and ad hoc (financial) reports.
* Also involved in consolidated periodic risk reporting


4. Internal and external relations

* Build and enhance the relationships with relevant internal and external parties and stakeholders.
* Contribute proactively to an increase of the risk awareness and the strategic and tactical position of the Market Risk department.

Requirements Market Risk Reporter
Knowledge
* Academic thinking and working level, preferably University degree in econometrics/mathematics/ applied physics/ business economics;
* Knowledge of the commodity industry, products, technology and internal processes;
* Knowledge and experience in the valuation of commodities and risk concepts;
* Good commercial understanding of energy and financial trading;
* Good understanding of data modelling and architecture;
* Highly developed analytical skills;
* Hands on mentality and ambitious;
* Excellent knowledge of MS Excel;
* Preferable knowledge of VBA;
* Fluent in English.

Experience
* 1-3 years of experience with processes and reporting systems, in a financial institution, a consultancy firm or an energy company;
* 4-7 year experience in comparable functions;
* Experience within the energy sector;
* Understanding of accrual and MtM accounting principles;

Gestelde eisen

Academic thinking and working level, preferably University degree in econometrics/mathematics/ applied physics/ business economics; * Knowledge of the commodity industry, products, technology and i

Uren

Full-Time

Salaris

Negotiable