Back to jobs

Senior Market Risk Analyst - Belgium

Job description

Senior Market Risk Analyst - Belgium

On behalf of a major trader, WRS are looking for a Senior Market Risk Analyst to work in Brussles on permanent basis. This will be a residential role in Brussels, paying a monthly salary in EURO.

Job Duties:
  • Report timely and accurately daily market exposure and Profit and Loss for gas trading books; Analysis of the P&L by trading strategy and by P&L drivers (commodity market moves/FX/IR/option greeks);
  • Calculation of risk metrics like VaR and stress;
  • Deal with all issues related to hitting Stop Loss and Var limits
  • Analysis and understanding of the positions being run on the desk and ensuring these fit within the risk framework of the organization;
  • Spot and remedy any problems with relevant data (transaction, market or reference data);
  • Maintain a good knowledge of market conditions through the use of provided tools;
  • Monitor traders’ adherence against their delegated authority;
Candidate requirements
  • University degree (preferably in Economics, Engineering, Mathematics, Statistics)
  • 4-6 years of working experience (preferably in energy trading environment)
  • Relevant experience within a Market Risk environment in a trading company would be an advantage;
  • Knowledge and understanding of energy markets and the financial instruments commonly used for risk management of a trading activity would be an advantage
  • Knowledge of risk metrics such as VaR, stress tests, scenario analysis
  • Right to work in the EU

If you are interested, please apply