Senior Market Risk Analyst (m/w/d)

Job Description

As a Senior Market & Liquidity Risk Analyst at STX Group, you will play a key role in identifying, measuring, monitoring, and reporting market and liquidity risk exposures across trading desks and legal entities. You will support the implementation of the Group's Market & Liquidity Risk Policies, ensuring alignment with internal risk appetite, regulatory expectations, and business strategy. This role is ideal for a detail-oriented professional with strong analytical skills and a solid understanding of environmental commodities and financial instruments.

Risk Measurement & Analysis

• 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.

Monitoring & Reporting

• Work with the Trading Desks to ensure you have a strong knowledge and attribution of trading positions, strategies, book profitability and cash flows;
• Work with the Research & Fundamentals and Regulatory teams to ensure you maintain a strong knowledge of market drivers;
• Provide robust challenge, risk controls and advice to the trading desk;
• Ensure the trading systems show accurate valuations of trading assets/liabilities and expected forward cash flows on a daily basis;
• Track daily VaR usage, open positions, and unmatched trades;
• Prepare daily, weekly and monthly risk dashboards and emerging risk narratives for the Risk & Audit Committee (RAC).

Controls & Governance

• Ensure compliance with defined risk limits across entities, products, and geographies;
• Collaborate with Treasury on liquidity reserve sufficiency and margin forecasting;
• Escalate breaches, anomalies, or liquidity stress indicators in line with policy protocols.

Modeling & Methodology

• Contribute to the development and validation of risk models, including liquidity forecasting and reserve adequacy;
• Support continuous improvement initiatives in risk analytics and reporting frameworks.

Key Requirements

• Bachelor's or Master's degree in Finance, Economics, Mathematics, or a related field;
• 5-7 years of experience in market risk, preferably within biofuels or other physical energy commodities;
• 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.