Market Risk
4 weeks ago
A leading commodities trading firm specialising in energy and metals is seeking a skilled Market Risk Analyst to join its risk management team.
Responsibilities:
- Maintain and update risk monitoring reports across market, credit, and liquidity risks, leveraging expertise in Visual Basic (VBA) or Python.
- Investigate and validate Profit and Loss (P&L), validate trade models, and configure forward pricing curves.
- Design, execute, and analyze stress tests for liquidity, market, and credit risks.
- Maintain and enhance the market risk VaR model, including conducting model backtesting.
- Oversee the control and release of new trading products.
Requirements:
- Prior experience in commodities from a trading house, brokerage, or investment bank.
- Preferably experienced in the energy sector (oil, gas, power).
- Familiarity with Openlink Endur is advantageous.
- Strong technical skills in Python or VBA.
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