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.

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 on a daily basis to ensure you have a strong knowledge of trading positions and strategies
Work with the Research & Fundamentals and Regulatory teams to ensure you maintain a strong knowledge of market drivers
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.

The Future is Ours to Build

Key Responsibilities

Build and Define the Future

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

Compensation and benefits

Assistance with relocation to the respective office location

Competitive remuneration package

Pension scheme contributions

Sport and training opportunities

Strong focus on personal and professional development

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, equity, inclusion, and belonging are more than just concepts – they are part of our everyday work culture, ensuring employees are welcomed and experience true camaraderie.

At STX, we ask applicants to think holistically about roles. If the role 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!