Production and supervision of the BAUs reporting cycle (P&L, exposures)
Daily interaction with Market Risk, Deal Validation and CFOs teams
Investigation of issues (e.g., booking, pricing) in Endur ETRM system impacting P&L and/or risk
Improve valuation methodology documents
Daily interaction with the 5 trading desks of METI, acting proactively to ensure the system or record ENDUR is up to date
Involvement in projects to enhance reporting systems and/or migrations, reconciling MTM鈥檚 and Deltas and understanding impacts of changes in methodology
Help shape and improve the PC management function and governance
Monitoring compliance with Risk management policies and any relevant operational policies which impact the P&L booking
Monitoring of breaches of Book ID and limits
Strong experience on financial and physical options, including Collar options, floor pricing, storages