Eni

JUNIOR STRUCTURED RISK ANALYST

Recruiter
Eni
Location
Londra
Salary
Competitive
Posted
24 Apr 2019
Closes
25 Apr 2019
Ref
IRC210473
Sector
Oil and Gas
Category
Skilled Trades
Contract Type
Permanent
Hours
Full Time

We are currently recruiting a Junior Market Analyst join the Market Risk team. One of the main functions of the Junior Structured Risk Analyst will be to assist in providing the company with the capability to value, monitor and risk manage a range of asset-backed structured products that will be managed by its front office. These structured products will take the form of exotic options that become available as a result of the ENI group’s physical energy business. The role may also involve some work on risk analytics for the whole of Market Risk.
The successful candidate will work closely with a number of other departments, in particular Front Office, IT and Back Office, as developments of platforms for structured products are made.

Key responsibilities:

  • Supporting the activities required to expand the structured products function within middle office
  • Assisting in providing the company with the capability to value, monitor and risk manage a range of asset-backed structured products that will be managed by its front office
  • Generating, checking and understanding daily reports for P/L, position control and VaR related to the structured products activity
  • Dealing with an ad hoc requests related to risk analytics for the whole of middle office
  • Liaising with finance, accounting, back office and IT areas to ensure that deals are correctly booked, reported, accounted for and reconciled
  • Implementing pricing models, both internal and third party that are proposed for valuing and risk managing structured products. This may involve assisting in the development of proprietary models for valuation by the ENI quant team and checking their results
  • Proposing and developing methodologies and tools for calculating risk measures appropriate to the various commodity markets within ETS, and to work closely with individuals in MO Commodity functions (e.g., MO gas, power, CO2 and MO Oil) in order to effect consistent implementation.

Employment contract

Competitive remuneration package commensurate with experience and skill sets


Skills

  • Ability to understand and discuss VaR, Stress and greeks assisting in commentary and development
  • Strong Excel skills with macros and VBA knowledge, SQL essential
  • Analytical mind
  • Pro-activity and efficiency, dedication and result oriented approach to work;
  • Organised with good attention to detail
  • Structured and logical thinking
  • Good communication skills, with the ability to build and nurture effective relationships internally and externally
  • Flexibility and adaptability to work in rapidly changing environment, be self-disciplined and stress resilient
  • Good team player


Requirements

  • University degree (preferably in Economy, Engineering, Mathematics, Statistics)
  • 3-4 years of working experience (preferably in energy trading environment)
  • Relevant experience within a Market Risk environment in a trading company would be an advantage;
  • Strong 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,
  • Knowledge of one or more ETRM systems (e.g. Endur) or BI tools (e.g. QlikSense) would be an advantage
  • Language knowledge : English (Fluent)
  • Flexibility in working hours is required

"Build the future of energy"
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