Lead Market Risk Manager & Market Risk Analyst

  • Baarerstrasse 141, 6300 Zug, Switzerland
  • Full-time

Company Description

MET International AG (METI) was established in 2010 in order to consolidate and develop MET Group’s international natural gas sales and purchase portfolio, as well as to establish a trading arm for commodity lines. 

METI is responsible for providing highly competitive supply structures to its gas and power sales affiliates, originating additional positions on the European wholesale and the international LNG markets, as well as trading around international positions.

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.

Job Description

  • 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

Qualifications

  • 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

Additional Information

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.

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