Senior Market Risk Analyst - Energy Markets (f/m/d)

Responsibilities

• Liaise with E.ON Energy Market (EEM) traders, originators and sales staff to understand and challenge proposed hedging strategies and commodity contracts.
• Monitor the PnL and risk metrics of EEMs portfolio. Report to the management performance and compliance with the policy.
• Review new products or transactions to identify and quantify their risks (e.g. options, Financial Transmission Rights, PPAs, gas storages, batteries, etc.).
• Develop reporting tools and automate risk monitoring processes.
• Review the application of risk metrics in the Regional Units (RUs) with the aim to ensure alignment in definition and application.
• Quantify portfolio effects and correlations between RUs and between different risk types.
• Facilitate best practice transfer between RUs.
• Develop, maintain, and enhance quantitative risk models to assess and price market risks for our energy trading and customer portfolios.
• Monitor the performance of risk models and suggest improvements based on new research and industry trends.
• Prepare and deliver ad-hoc analysis, reports and presentations for stakeholders and E.ON SE committees (Market Committee, Risk Committee)
• Interface with various central and unit stakeholders: EEMs Front Office, Controlling, Accounting, Regional Risk functions, etc.

Qualifications

• University degree in a quantitative/financial/information technology or risk management discipline.
• Good working knowledge of VaR, option theory, econometrics.
• Solid knowledge of financial instruments (Futures, Swaps, Forwards, Options) and their valuation.
• Excellent understanding of commodity markets (power, gas, certificates) and underlying energy economics.
• Proficient with SQL and Python based data modelling and data engineering ideally using Cloud technologies and a keen interest to practically work with further integrating, automating and expanding our reporting setup.
• Experience with renewable energies, flexibilities or short-term optimization would be advantageous.
• Strong analytical skills, accurate and attention to detail.
• Relevant experience in risk management or trading within a fintec, investment bank, hedge fund, consulting, or energy (trading) company.
• Proactive, good communicator and team player
• Enthusiastic and agile approach to work with a drive to learn and make continuous improvements.
• Languages: English, German would be advantageous.

E.ON is united in working on the most exciting issue that ourgeneration needs to solve climate change! With all our employees and customers, we areaglobal community of innovators and changemakers, allwith the belief that each one of us can make a difference for our environment, for our society and for our children We shape the future.

To keep you motivated and healthy we are offering you the following benefits:

• Flexibility: hybrid work model, flexible working times, sabbatical or additional vacation opportunities allowing great work-life balance
• Working from abroad: up to 20 days in the European economic area
• Flat hierarchies: interdisciplinary and very cooperative working style providing room for own ideas
• Modern work environment: workplace according to digital and ergonomic standards
• Personal growth: life-long independent learning making use of a broad range of opportunities working with the newest technology and state of the art trainings
• Family service support: services in the areas of childcare, holiday care, nursing support or everyday assistance
• Nutrition & Health: wide selection of fresh meals and drinks in our subsidized bistro and canteen as well as various health offers (e.g. physiotherapy, flu vaccinations, mental health)
• Corporate Benefits: employee share program, pension scheme, employee discounts, special insurances (and much more)
• A central location: very good public transport connection, free parking and charging points for e-vehicles
• Individual mobility: private car and bicycle leasing

Inklusion

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