Risk Manager (Power & Gas)

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  • Genève
  • CDI
  • Temps-plein
  • Il y a 27 jours
The Risk Manager will act as a key interface between the trading desk and senior management, owning the risk framework for power and gas products - with a strong focus on derivatives exposure, stress testing, and P&L attribution. You will partner with trading, quant, and risk teams to ensure transparent, accurate, and timely risk reporting.Key ResponsibilitiesOwn daily risk monitoring across European gas and power portfolios, including VaR, stress tests, scenario analysis, and option Greeks.Provide real-time risk oversight of physical and derivatives exposures (futures, options, structured products) across TTF, NBP, JKM, EU power markets, and others.Validate forward curves and market inputs for illiquid products; challenge trader marks where needed.Collaborate with front office to improve pricing models and implement new risk metrics across the curve.Lead development of P&L decomposition tools and daily commentary for trading management.Manage and evolve limit frameworks (VaR, notional, credit, tenor, product, etc.) in line with business growth and regulatory requirements.Support commercial deal structuring by identifying embedded risks in new physical or structured contracts.Work closely with IT and quant teams to develop or enhance risk systems and dashboards.

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