Analista de Risco Financeiro (f/m/d)

Job Description

We are currently looking for a new colleague to join our team as a Financial Risk Analyst at the Ignitis Group. In this role, you will participate in developing and implementing a unified Group Financial Risk Management framework, focusing on consistent risk identification, assessment, measurement, monitoring, and oversight.

The role offers a unique opportunity to combine your quantitative skills and energy market expertise to address real‑world challenges faced by a multinational energy group with diverse risk exposures (power, natural gas, heat, EUA, guarantees of origin, property rights arising from certificates of origin) across multiple markets (Baltics, Poland, Finland).

Close collaboration with business colleagues and the Risk team will be essential. If that speaks to you, we'd be happy to welcome you to our team!

Take YOUR part in #EnergySmart!

You will contribute to green and secure energy ecosystem creation by

• Participating in the implementation and maintenance of a group-wide Financial Risk Management framework (affecting also individual business unit levels)
• Exposure and price data analysis:
  • Validating, aggregating, and transforming exposure data for risk models
  • Deriving insights from exposure/price data (key drivers, patterns, risk capture approaches)
  • Developing and maintaining data templates
  • Energy price analysis (volatility, correlations, key drivers etc.)
• Building / implementing market risk measurement models, based on agreed upon metrics and assumptions:
  • Designing and implementing energy price simulation models (stochastic or based on internal forward curve models)
  • Building and maintaining risk tools (VaR, EaR, CFaR) for energy, gas, and related products (EUA, GoO, certificates)
  • Implementing risk metrics and stress tests for liquidity or credit risk exposures
• Development of the risk management documentation:
  • Participation in drafting risk management documentation (model methodologies, policy or procedures)
  • Drafting risk measurement reports and exposure templates
  • Creating presentations for governance bodies and business units
• Performing BAU risk calculations, limit utilization checks, risk report preparation
• Partnering with different business units across the Group by providing risk-based insights (assumptions validation, risk quantification, hedging effectiveness)
• Supporting preparation of periodic management and oversight risk reports
• Contributing to common Group Risk Management framework development and/or Risk function purpose-driven initiatives and "must-do" tasks

Required for this position

• University degree in Finance, Economics, Mathematics or related field with a strong numerical foundation
• 1-2 years of experience in market / financial risk management or energy trading (power, gas, EUA, GoO)
• Strong analytical / quantitative skills (understanding of risk models, VaR/EaR/CFaR metrics, Monte Carlo methods), business acumen, and ability to identify key risk drivers and their impacts
• Basic understanding of the energy market fundamentals (market structure, products, value chain) with particular focus on Polish and Baltics energy markets. Knowledge of renewable energy characteristics would be a plus
• Basic understanding of credit and liquidity management concepts
• Intermediate knowledge of Python, VBA or R (proven ability to work with large data sets and integrate them for risk management purposes, understanding of relevant libraries/packages used for calculation and data visualization). Experience with Github would be a plus
• Good communication and presentation skills
• Excellent English language skills

In return for creating a more sustainable future, we promise

• A package of additional benefits to choose from: pension accumulation, health insurance, or another benefit from the selectable benefits list in the MELP application
• Additional paid days for health improvement, short-term illness, volunteering, and accumulated work experience
• A hybrid work model (3+2) and flexible working hours
• Internal career opportunities
• Extensive learning and qualification enhancement programs
• Mentorship-based culture designed to facilitate meaningful and value-driven work
• Take part in an unfolding energy transformation process to create a 100% green and secure energy ecosystem for both current and future generations Join a growing and increasingly international team of energy smart people united by a common purpose. We all play our part in creating a 100 % secure and green energy ecosystem for current and future generations.

And the way to achieve this is certainly not to wait for the perfect moment. We believe that the power to act comes from the charge we bring to our work every day. United by purpose. Owning the challenge. Passion for reinvention. Pursuing excellence. These are our mindsets. Together, they yield the energy that drives everything we do. The energy generated by our choices. If you are guided by the same mindsets - we look forward to welcoming you to our team!

As we pursue our strategic goals to increase gender balance in Ignitis Group, we are indicating "f/m/d" next to job titles, meaning we welcome candidates of all genders - female, male or diverse.

Ignitis Group ensures equal opportunities. We welcome all applicants and do not discriminate against race, religion, gender, sexual orientation or gender identity, age, disability or other personal traits unrelated to work obligations.