Market Risk Analyst

MARKET RISK ANALYSTENGIE puts sustainable development at the center of its activities (electricity, natural gas, energy efficiency, and services) to meet the challenges of the energy transition to a low‑carbon economy: access to a sustainable economy, climate change mitigation and adaptation, and resource optimization.Who is ENGIE?ENGIE puts sustainable development at the center of its activities (electricity, natural gas, energy efficiency, and services) to meet the challenges of the energy transition to a low‑carbon economy: access to a sustainable economy, climate change mitigation and adaptation, and resource optimization.What will you do?Prepare daily, weekly or monthly P&L and market risk reporting. Be responsible of quantitative and qualitative "ad hoc" analysis which includes VaR & Stress Test computation and explanation, greeks understanding and risk exposure representation across multiple systems;Analyze desk portfolio risks across commodities and products, support risk identification and quantification for the wholesale energy businesses:identify the main risk exposure associated to our core and new businesses;Understand business representation in the systems;Define risk limits and monitor risk indicators.Use phyton for risk monitoring and reporting (mandatory)Monitor, approve and challenge hedging strategies implemented by Front Officer:Understand open exposures and assess risk/reward balanceSpecific focus on Green activities (PPA's and BESS):Understanding of asset modellingIntermittency risk identification and representationAbout YOUMaster's degree in Engineering, Economics, Finance or Statistics;At least three-year experience in Market Risk role or Trading role for energy companies.Fluent English oral and written; Italian is a plus.Digital oriented:advanced use of Phyton, Power BI, VBA, Excelskills in quantitative analysis.Good knowledge of financial products used for energy markets (swap, option, forward).Understanding of risk methodologies for the calculation of physical and financial exposures: including risk indicators (VaR, Stress Test, DrawDown, Greeks), Mark-to-Market and P&L."Green oriented" (assets modelization/risk metrics monitoring-intermittency)Type of contract:Local contract according to Italian labour law.About ENGIEAt ENGIE, every talent has a role to play in accelerating the energy transition. Make a difference and enjoy a fulfilling professional experience.Join us and be part of the adventure of the centuryWorking at ENGIE, a multinational group, means having a wide variety of career opportunities in more than 30 countries. Whilst putting the community at the center of your professional life and contributing to real change during a challenging career.Our commitment is clear: We support a social model that balances economic performance with positive impact on people and the planet. We bet on the power of community and act as part of a community committed to disrupting and reinventing the future. Diversity and inclusion are at the core of our corporate culture.ENGIE is committed to combating all forms of discrimination in employment, access to training and promotion. Therefore, the integration and support of youth, adults, and people with disabilities, regardless of gender, ethnicity, or religion, are key priorities of human resources policy.Recognized for 2025 by Sole24Ore as a leading company in diversity & inclusion, the ISO 30415:2021 and UNI PDR 125:2022 certifications are further proof of our commitment.Business Unit: Supply & Energy ManagementDivision: BP ITALYLegal Entity: ENGIEALIA S.P.AProfessional Experience: Junior (experience Education Level: Master's DegreeCompany Name: ENGIE Italia#J-18808-Ljbffr