Description
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Department
The Market Risk team provides an independent view of EDF Trading’s market risk exposure for all physical and financial energy trading activity. The team is responsible for the design of risk methodologies, implementation of a suitable risk control framework and providing quantitative and qualitative market risk analysis and control solutions.
Position purpose
Prepare daily, weekly and monthly market risk reports including VaR, options and stress testingAnalyse and quantify the risk of the company’s portfolio across commodities and productsPrepare analysis as directed by manager for consideration by the Global Risk CommitteeTake ownership of trading desks and be in a position to explain/challenge strategies and conduct deep-dive analysis.Be able to present analysis in front of an audience.Interact daily with trading desks and analytics teams to review positions, ...