Production and supervision of the BAUs reporting cycle (P&L exposures)
Daily interaction with Market Risk Deal Validation and CFOs teams
Investigation of issues (e.g. booking pricing) in Endur ETRM system impacting P&L and/or risk
Improve valuation methodology documents
Daily interaction with the 5 trading desks of METI acting proactively to ensure the system or record ENDUR is up to date
Involvement in projects to enhance reporting systems and/or migrations reconciling MTMs and Deltas and understanding impacts of changes in methodology
Help shape and improve the PC management function and governance
Monitoring compliance with Risk management policies and any relevant operational policies which impact the P&L booking
Monitoring of breaches of Book ID and limits
Strong experience on financial and physical options including Collar options floor pricing storages
Qualifications :
Minimum 3 years of experience in a Product Control Risk or Middle Office role within a trading environment with a strong academic background in a related quantitative discipline ACA/CIMA or CFA additionally advantageous
Strong understanding of valuation methodologies P&L attribution and reconciliation of MTM and Greeks
Proven exposure to physical optionality trading particularly in renewable power and complex structured products (e.g. storage collars floor pricing); ability to understand the embedded optionality and its impact on risk/P&L
Technical experience with SQL Power BI VBA and Python is highly advantageous
Deep knowledge of the Endur ETRM system is advantageous or other including deal booking pricing and front-to-back data flows
Demonstrated ability to collaborate cross-functionally with trading desks Risk CFOs and Back Office to resolve booking or valuation issues
Hands-on experience with SQL for data extraction reconciliation and analysis to support reporting and investigations
Analytical detail-oriented and proactive with a strong focus on governance compliance and process improvement initiative
Additional Information :
Competitive remuneration package
Participation in complex project tasks
High degree of responsibility and independence
Opportunity to gain experience in working on major EU markets (Germany France Italy and Spain)
Great atmosphere with a friendly and supportive team
Opportunity to learn from and be part of a team operating on the global stage
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