Lead Market Risk Manager & Market Risk Analyst

Company: MET International AG
Area: Finance
Country: Switzerland

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MET International is actively growing our Risk function in Zug and is recruiting a Lead Market Risk Manager and an additional team member to join the Market Risk team.

Your Mission

  • Support the Front Office appropriately with independent views within a risk management framework and in line with Market Risk Standard and Delegation of Authority
  • Maintain a full overview of all trading activities, current positions, PnL developments, and risk figures to address certain situations
  • Identify market risk issues within METI, identifying possible solutions and support implementation of the preferred approach with commodity risk
  • Run and administer risk models and production of market risk analytics, providing explanation for changes, and interacting with Front Office to understand and challenge underlying trading strategies
  • Provide input into the definition of risk policies and procedures working as a commercial partner to support and challenge the business in day-to-day trading as well as long term strategic deals for MET Group
  • Conduct back testing of risk metrics including VaR and sensitivity/scenario analysis
  • Assist traders in managing key risks at a strategy and portfolio level
  • Model validation, conformance testing and regulatory reporting
  • Support Head of Group Risk with day-to-day activities

 Your Profile

  • Relevant level of Market Risk experience in the area of European Power and Gas physical/financial market experience gained within a European Gas and Power utility, Energy Trader and Commodities Hedge Fund
  • Business and knowledge of gas storage, LNG, swing/take or pay/spread options trading, asset back trading
  • IT skills experience should include ENDUR, coding (SQL/Python/VBA), database experience and external systems (Reuters/Blomberg/Markit)
  • Excellent international and communications skills are required to collaborate effectively with senior management and front office teams

If you are looking for a platform to channel your drive and ambition and be part of diverse and high performing team, we are looking forward to receiving your application to metihr@met.com.