Risk Analyst

  • 35-45k
  • Genoa, Liguria, Italy
  • Permanent, Full time
  • ELAN
  • 13 May 19


Our client is a Company leader in the Energy sector that trades the full range of energy commodities such as electricity, gas, oil, renewable energies, forex and we are responsible for optimisation and hedging of physical production assets in Italy.
We are looking for a brilliant Commodities Risk Analyst with a strong quantitative background, interested to join the Risk Team located in Genoa.

Main responsibilities:

• Market risk analysis
• Model development for valuation of complex and structured products
• Active involvement in front office initiatives providing valuation and risk management tools to support decisions or performing ad hoc analysis
• Active co-operation with traders, middle office department and software developers

The qualified candidate shall have the following requirements:
- University degree in Financial Engineering, Mathematics or Physics
- Experience as Quant Analyst in a primary Energy Trading firm or Investment Banking
- Excellent knowledge of Excel
- Programming skills: good knowledge of at least one among MatLab, C/C++ , C#, Java, VBA
- Good knowledge of SQL (Oracle, SQL Server)
- High analytical and excellent communication skills are essential in Italian as well as in English (both written and spoken)
- Understanding (and willingness to improve the knowledge) in probability theory, stochastic processes, partial differential equations (and their numerical treatment), as well as optimization and numerical analysis is a plus
- Ability to learn quickly and solve problems efficiently
Strong analytical abilities and good social skills are essential to cover this position.

All candidatures not in line with the above mentioned requirements will not be considered.

This position is meant for candidates of both sexes (L. 903/77)