Risk Analyst
As a Risk Analyst, you will work closely with Middle Office, Operations, Accounting, and Credit teams to support the business activities of the Front Office through production of risk breakdown and explanation of key positions. The ideal candidate for this position will have a passion for risk awareness and processes, a strong background in Quantitative Analysis, and a desire to learn more about global commodities markets.
SCOPE AND RESPONSIBILITIES:
- Responsible for correct position and pricing reporting as part of Regional VaR publication;
- Production of a daily VaR attribution, ability to produce a breakdown and explain key drivers – linear and non-linear portfolios;
- Production of risk position breakdown and risk decomposition, all substantiated with commentary explaining key position, price and volatility movements;
- Manage and monitor the risk profile of the trading business in line with the agreed risk limits;
- Interaction with traders in a challenging and growing environment;
- Implement new controls: liaise with IT team to improve and enhance processes;
- Supporting Front Office in new business activities by evaluating risks embedded in new business or complex transactions;
- Liaise with back office/trade support/accounting/credit teams.
QUALIFICATION AND SKILLS:
- A Master degree in Economics and a certified Financial Risk Manager (FRM).
- An experienced Risk/ Trading Analyst with 10 - 12 years’ relevant experience in a commodities and energy trading environment.
- Strong quantitative background required.
- Knowledge of commodities and financial markets is a must.
- Experience with VaR analysis, calculations, and modelling.
- Advanced Excel skills, VBA, SQL, Python. Knowledge of a Data Visualization tool is a plus.
PERSONAL ATTRIBUTES:
- A stable and confident personality.
- Passionate about risk and processes, capable of working with the business lines to embed risk awareness and culture into everyday processes.
- Interest in translating complex mathematical problems into deliverable solutions.
We regret that only shortlisted candidates will be notified.
