Market Risk Analyst

4 giorni fa


Milano, Lombardia, Italia Edison A tempo pieno
Job Title: Market Risk Analyst

Edison is seeking a highly skilled Market Risk Analyst to join its team in Milan. The successful candidate will be responsible for analyzing and managing market risk across the company's Gas & Power Market division.

Key Responsibilities:
  • Analyze market risk exposure and develop strategies to mitigate potential losses
  • Monitor and report on market risk indicators, including Value-at-Risk (VaR) and Potential-Expected Shortfall (PES)
  • Collaborate with the IT department to develop and implement risk management models and systems
  • Support the development of hedging strategies and back-test models to ensure robustness
  • Provide risk management expertise to the Gas & Power Market division and contribute to the development of risk management policies
Requirements:
  • Master's degree in Mathematics, Statistics, or Engineering
  • 6-8 years of experience in risk analysis, preferably in the energy sector
  • Strong knowledge of financial derivatives and structured products
  • Proficiency in programming languages such as Python, R, or Matlab
  • Excellent analytical and communication skills
What We Offer:

Edison offers a dynamic and challenging work environment, with opportunities for professional growth and development. The successful candidate will be part of a talented team of risk management professionals and will have the opportunity to contribute to the company's success.


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