Market & Liquidity Risk Analyst

STX Group is seeking a Market & Liquidity Risk Analyst to join their risk team in Amsterdam. In this role, you will play a key part in identifying, measuring, monitoring, and reporting market and liquidity risk exposures across trading desks and legal entities. Your daily responsibilities will include calculating and analyzing Value at Risk (VaR) at the book, desk, and Group levels, monitoring open positions and liquidity limits, and conducting scenario analysis and stress testing to assess tail-risk exposures. Additionally, you will collaborate with Trading, Research, and Regulatory teams to track positions and market drivers, monitor daily PnL and FX exposures, and prepare regular risk dashboards and reports for the Risk & Audit Committee. On the methodology side, you will support continuous improvements in risk analytics, help build internal tools, and translate risk requirements into scalable analytical solutions. The ideal candidate has 2 to 5 years of experience in market risk, specifically within commodity or energy trading. Strong knowledge of financial derivatives, Mark-to-Market (MtM), and VaR is essential. The technical stack requires proficiency in Excel and SQL, with programming capabilities in Python or R being highly advantageous.