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Wholesale Risk Lead

Details of the offer

Globally, energy markets are in transition to a net zero future and the entities within these markets are transforming their underlying business models to ensure that they stay relevant, sustainable and profitable. As one of Australia's largest energy providers, we are proud of our purpose to lead and accelerate the clean energy transformation for all.Our ability to deliver on this Purpose is dependent on our people. In wholesale risk, our team provides technical and industry experience for long-term scenario planning, demand and load forecasting, market and credit risk management, and risk analytics to assist decision-making and oversee our risk exposures.About the RoleAs one of our Wholesale Risk Leads, you'll be at the forefront of driving critical risk management initiatives. You'll play a pivotal role in conducting rigorous quantitative risk analysis and leading the development of cutting-edge methodologies, tools, and models. Your focus will be on identifying and measuring risks associated with energy market activities across our Energy Business Unit and beyond. This is your chance to influence strategic decisions and ensure robust risk management practices in a fast-moving environment. This will include:Manage Risk Analytics Projects: Plan, manage, and complete risk analytics projects that have been endorsed by the Board or Executives.Energy Market Risk Quantification: Assess wholesale energy market risks across all energy commodities by defining, developing, and maintaining a set of quantitative measures (e.g., Value at Risk, Margin at Risk, Cash Flow at Risk stress test, spot market risk modelling).Valuation of Derivatives: Develop quantitative methodology and models to value derivatives for Mark to Market accounting and credit exposure with trading counterparties.Quantitative Analytical Support: Provide quantitative risk analytic support to the Wholesale Risk team and broader business.Coaching and Mentoring: Provide support, coaching, and mentorship to junior members of the risk team.How can you support the Clean Energy Transition?Are you ready to take on a pivotal role in the dynamic world of energy markets? We're seeking an experienced professional with a tertiary qualification in a quantitative discipline, ideally in finance, engineering, or economics, coupled with a minimum of 6 years' hands-on experience in energy markets and commodity trading.Your expertise in financial risk management tools will be invaluable, especially in developing risk metrics like Value at Risk, Margin at Risk, and Cash Flow at Risk, as well as conducting robust stress testing. Strong quantitative and analytical skills are a must, complemented by proficiency in statistical modelling techniques and programming languages such as R and Python.Experience with SQL for data extraction and transformation is also essential. As a self-starter who thrives in a collaborative team environment, your ability to communicate complex ideas effectively will be crucial. Join us in shaping the future of energy trading and make an impact with your expertise!If you share our passion for a clean energy future for all and want to join us #Doing, not just dreaming, then click the 'Apply' button. For a specific query, please contact Hazel at ****** Us?We're committed to providing an inclusive culture so our people can bring their whole selves to work and have a sense of belonging. From our PRISM network that creates a positive culture for LGBTI employees to our Reconciliation Action Plan that has commitments to strengthen relationships with Aboriginal and Torres Strait Islander people and organisations, it's a workplace where everyone's welcome. We offer:Employee discount on your electricity and gas, discounts on major brands and products.Annual Performance Bonus.20 weeks' paid parental leave that's completely gender-equal.Energise Program - flexible working that is team-centric enabling all individuals to agree and succeed together.Excellent company culture, down-to-earth and friendly organisation - be authentic, bring your whole self to work!State-of-the-art Melbourne office, stunning views only 3-4 minute walk from Southern Cross station.
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