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2 months ago
Shell plc is seeking a highly skilled Market Risk Analyst to join our team in the Environmental Products Trading Business. As a key member of our team, you will play a critical role in supporting the business by providing daily performance and risk analysis to traders and senior stakeholders.
Key Responsibilities- Market Risk Analysis: Develop in-depth knowledge of the evolving Global Environmental Products markets landscape, with a focus on Europe, the Americas, and the global voluntary markets. Identify and manage risk associated with model and portfolio assumptions, market inputs, pricing issues, and other relevant factors.
- Exposure and Risk Management: Ensure all trading activities remain within mandated exposure and risk limits. Lead the execution of key controls for the business area, including the development and implementation of risk management strategies.
- Communication and Collaboration: Serve as a Market Risk focal point for front-office and senior stakeholder queries. Collaborate closely with front office and other finance functions to support commercial activities, such as new market entries and deal valuation/recognition.
- Tool Development and Analysis: Develop tools for ongoing portfolio reviews and produce 'deep dive' analysis for senior management. Provide review and comments on new and group business proposals as they relate to the business.
- Risk Assessment and Modeling: Assess the risks associated with structured deals and the valuation models used for physical/financial trading and hedging. Develop and calibrate models to assess risk/reward of the portfolio, including VaR back-testing, stress testing, and scenario analysis.
- Global Collaboration: Collaborate with other functions and Risk Analysts globally to ensure consistency of approach, the continuous improvement of controls and processes, and in support of new business.
- Project Support: Lead/assist market risk support in short or long-term business or Market Risk projects as required. Support Internal/External Audit requirements.
- Education: Degree in Mathematics, Economics, Engineering, Business/Commerce, or a related field.
- Experience: Significant Market Risk experience, preferably in energy markets. Understanding of energy & derivative markets and market Risk Management fundamentals.
- Skills: Competent in understanding trading valuations, including building and validating new models as needed. Ability to multi-task with a high level of attention to detail and accuracy. Strong business analysis skills, modelling capabilities, research, and problem-solving skills.
- Personal Qualities: A self-motivated team player, who can work remotely as part of a wider global team. A problem solver who can work independently to tackle technical Market Risk issues. Capable of applied creativity and problem-solving. Strong communicator. Broad and agile thinker, with outstanding interpersonal skills that build trust and credibility.