It's no wonder we can go further, faster together.
Key Responsibilities
Contribute to Value at Risk (VaR) calculation and analysis at book, desk, and Group levels
Measure open position and liquidity limits at book and desk level.
Conduct scenario analysis and stress testing to assess tail-risk exposures.
Requirements
Bachelor’s or Master’s degree in Economics, Finance, Business Administration, Mathematics, or a related field.
2-5 years of experience in market risk, preferably within commodities, energy trading, or financial services.
Strong understanding of VaR, MtM, liquidity risk, and derivatives (OTC and exchange-traded).
Proficiency in Excel, SQL, and risk systems; Python or R is a plus.
Familiarity with regulatory frameworks and enterprise risk management principles.
Benefits & Perks
Competitive remuneration package
Pension scheme contributions
Strong focus on personal and professional development
Sport and training opportunities Assistance with relocation to the respective office location
DIVERSITY STATEMENT We encourage and welcome applications from candidates of diverse backgrounds, experiences, and perspectives to enhance our team and contribute to a more inclusive work environment. Diversity, inclusion, and belonging are more than just concepts. They are part of our everyday work culture, ensuring employees feel welcomed and build meaningful connections. At STX, we ask applicants to think holistically about roles. If the roles sounds exciting and a great fit for you, but some of the criteria or required experience doesn't 100% line up, we still encourage you to apply!
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Ready to Apply?
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