Middle Office Analyst
Must-have:Python
Your tasks
Your missions as a Middle Office Analystinclude
- Model,value and analyse market risks for trading activities relating to the portfolioof Gas, Power and LNG
- Controlphysical and financial transactions, transport, storage and currency exchangeoperations and validate prices in computer systems
- Monitorthe entry of transactions on time, compliance with trading limits and theapplication of the risk policy to ensure the representativeness and integrityof transactions in the systems
- AnalyseMark to Market valuations, risk positions and realized profits /losses on adaily basis
- Developand maintain analytical reports on risk positions and trading results fortraders and management
- Workclosely with Traders, Operations, Back Office and Finance teams to measure andexplain the sources of market risk to which portfolios are exposed
- Maintainand improve risk models
- Support,identify and contribute to the improvement of processes and systems
- Optimisefiles, data processing and data analysis using VBA, Python, Alteryx
- Retrieveexternal website data (website parsing, API connection, etc)
- Automatedaily processes
Create and automate dashboards to providevalue-added information to internal stakeholders
Requirements
Education and Work Experience l Degree qualified in Economics, Finance, Business, Mathematics or Quantitative discipline
l Experience in the commodities market l Knowledge of risk measures (sensitivities, option greeks, VaR, etc)
Essential Qualities l High degree of accuracy and efficiency under set deadlines
l Good scripting and programming skills (Python, VBA) l Experience with data science tools, such as Pandas, NumPy, Matplotlib, PowerBI