Market and Liquidity Risk Analyst

It’s no wonder we can go further, faster together.

We’re a team of 450+ professionals from 50+ nationalities, all commercially driven, entrepreneurial and ready to turn potential into progress. Not just for us, but for the world too.

At STX, we’re focused on so much more than making money. We’re here to make a profit with a purpose. Because for us, nothing’s more important than being able to trade in environmental commodities and create the most effective decarbonization strategies for our clients. Join us and together we can change the world – one trade at a time.

Your success story starts here…

TEAM AND ROLE:

As a 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.

KEY RESPONSIBILITIES

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

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.


• 3–5 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.
  

#LI-Hybrid 
#LI-EC1